scientific article; zbMATH DE number 2065128
drift-implicit schemeselectrical network equationEuler schemeGaussian white noiseMilstein schemesnumerical examplesone-step methodsstep size controlStochastic differential-algebraic equationsstrong solutionstrapezoidal scheme
Implicit ordinary differential equations, differential-algebraic equations (34A09) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Numerical methods for differential-algebraic equations (65L80) Analytic circuit theory (94C05)
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