A note on the probabilistic stability of randomized Taylor schemes

DOI10.1553/etna_vol58s101zbMath1512.65131arXiv2205.10908OpenAlexW4312543584MaRDI QIDQ6105404

Tomasz Bochacik

Publication date: 9 June 2023

Published in: ETNA. Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.10908

zbMATH Keywords

asymptotic stabilitymean-square stabilitystability in probabilityrandomized Taylor schemes

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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