scientific article; zbMATH DE number 6616585

MaRDI QIDQ3186754zbMATH OpenFDO

Authors Jian Deng

Publication date 12 August 2016

Full work available at URL http://www.math.ualberta.ca/ijnam/Volume-13-2016/No-1-16/2016-01-01.pdf

zbMATH Keywords

strong convergencebackward error analysismodified equationsstochastic numerical integrator

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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• A note on the backward error analysis for eigenvalue problems

Cited in

(4)

• Modified equations for stochastic differential equations
• Strong backward error analysis of symplectic integrators for stochastic Hamiltonian systems
• Weak backward error analysis for SDEs
• Backward error analysis for multistep methods

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