scientific article; zbMATH DE number 956579
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Publication:5686969
A-stabilitynonlinear test equationnumerical stabilityRunge-Kutta methodsimulation algorithmstability regionsstochastic differential equations of the Ito type
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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