Publication:4220298

zbMath0906.65143MaRDI QIDQ4220298

Henri Schurz, S. S. Artem'ev, Tatiana A. Averina

Publication date: 22 November 1998

zbMATH Keywords

numerical examples; phase trajectories; nonlinear stochastic differential equation; 3-stage Runge-Kutta method; stochastic auto-oscillating systems; variable stepsize algorithm

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations

34F05: Ordinary differential equations and systems with randomness

65L05: Numerical methods for initial value problems involving ordinary differential equations

65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations

65L50: Mesh generation, refinement, and adaptive methods for ordinary differential equations

65C99: Probabilistic methods, stochastic differential equations