A note on the balanced method
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Publication:855290
DOI10.1007/s10543-006-0098-4zbMath1116.65004OpenAlexW1978298548MaRDI QIDQ855290
Publication date: 5 January 2007
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10543-006-0098-4
stabilitynumerical examplestochastic differential equationsbalanced methodDuffing-Van der Pol oscillator
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- Higher-order implicit strong numerical schemes for stochastic differential equations
- Implicit stochastic Runge-Kutta methods for stochastic differential equations
- Balanced Implicit Methods for Stiff Stochastic Systems
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
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