Rosenbrock-W methods for stochastic Galerkin systems

DOI10.1016/j.cam.2023.115527OpenAlexW4386102237MaRDI QIDQ6056199

Roland Pulch, Adrian Sandu

Publication date: 30 October 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2023.115527

zbMATH Keywords

ordinary differential equationsstiff systemsnumerical stabilityRosenbrock-Wanner methodsstochastic Galerkin methodDahlquist test equation

Mathematics Subject Classification ID

Numerical methods for ordinary differential equations (65Lxx) Numerical analysis (65-XX) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

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• Rosenbrock—Wanner–Type Methods
• Stochastic Galerkin Methods for Analyzing Equilibria of Random Dynamical Systems

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