Runge-Kutta methods for affinely controlled nonlinear systems

DOI10.1016/J.CAM.2006.02.061MaRDI QIDQ885947zbMATH OpenOpenAlexFDO

Authors Peter E. Kloeden, Andreas Rößler

Publication date 14 June 2007

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.2006.02.061

zbMATH Keywords

nonlinear systemnumerical methodRunge-Kutta methodrooted tree analysisaffine control

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Control/observation systems governed by ordinary differential equations (93C15) Numerical methods for initial value problems involving ordinary differential equations (65L05)

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Cites work

• scientific article; zbMATH DE number 1909481 (Why is no real title available?)
• scientific article; zbMATH DE number 4183926 (Why is no real title available?)
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
• Higher order numerical schemes for affinely controlled nonlinear systems
• Higher-order approximations of linear control systems via Runge-Kutta schemes
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Nonlinear control systems: An introduction
• Pathwise approximation of random ordinary differential equations
• Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
• Solving Ordinary Differential Equations I
• Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes

Cited in

(10)

• Strong approximation of solutions of stochastic differential equations with time-irregular coefficients via randomized Euler algorithm
• Higher order numerical approximation of switching systems
• A random Euler scheme for Carathéodory differential equations
• Higher order numerical schemes for affinely controlled nonlinear systems
• Input-to-state stability of Runge-Kutta methods for nonlinear control systems
• Higher-order approximations of linear control systems via Runge-Kutta schemes
• Numerical simulation of stochastic replicator models in catalyzed RNA-like polymers
• A Runge-Kutta method with stepsize control for separated systems of first-order ODEs
• scientific article; zbMATH DE number 3849957 (Why is no real title available?)
• On exact controllability of first-order impulsive differential equations

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Uses Software

• stochastic

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