scientific article; zbMATH DE number 5660542

zbMath1183.65006MaRDI QIDQ5850874

Dominique Küpper

Publication date: 20 January 2010

Full work available at URL: http://d-nb.info/999151053/34

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

complexityconvergenceWiener processnumerical examplesstochastic differential equationsindexcircuit simulationorder conditionsstrong and weak convergencedifferential-algebraic equations (DAEs)colored rooted tree theorystochastic DAEsstochastic Runge-Kutta (SRK) methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for differential-algebraic equations (65L80)

Related Items (2)

A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise ⋮ Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise

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