Publication:4890307

zbMath0852.65148MaRDI QIDQ4890307

Tatiana A. Averina

Publication date: 5 December 1996

zbMATH Keywords

numerical experiments; nonlinear stochastic differential equations; stochastic auto-oscillating systems; variable stepsize algorithm

Mathematics Subject Classification ID

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

34F05: Ordinary differential equations and systems with randomness

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

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

65C99: Probabilistic methods, stochastic differential equations