Stochastic Runge-Kutta schemes for discretization of hysteretic models

DOI10.1007/978-3-642-32419-2_22MaRDI QIDQ4644987zbMATH OpenOpenAlexFDO

Authors

Publication date 9 January 2019

Published in Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-32419-2_22

zbMATH Keywords

discretizationearthquakestochastic differential equationsGaussian white noisestochastic Runge-Kutta schemeshysteretic models

Mathematics Subject Classification ID

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)

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Cites work

• Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations
• Weak Second Order Conditions for Stochastic Runge--Kutta Methods

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