S-ROCK methods for stochastic delay differential equations with one fixed delay
asymptotic mean square stabilityexplicit Runge-Kutta methodstochastic delay differential equationstrong approximation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
- S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
- Strong first order S-ROCK methods for stochastic differential equations
- S-ROCK methods for stiff Itô SDEs
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
- A survey of numerical methods for stochastic differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Asymptotic exponential stability of stochastic partial differential equations with delay
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
- Discrete-time approximations of stochastic delay equations: the Milstein scheme.
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- Introduction to the numerical analysis of stochastic delay differential equations
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- On the Internal Stability of Explicit,m-Stage Runge-Kutta Methods for Largem-Values
- S-ROCK methods for stiff Itô SDEs
- S-ROCK: Chebyshev Methods for Stiff Stochastic Differential Equations
- Second order Chebyshev methods based on orthogonal polynomials
- Special stability problems for functional differential equations
- Stability properties of numerical methods for solving delay differential equations
- Strong contractivity properties of numerical methods for ordinary and delay differential equations
- Strong first order S-ROCK methods for stochastic differential equations
- Weak approximation of stochastic differential delay equations
- Weak second order S-ROCK methods for Stratonovich stochastic differential equations
- Weak second-order explicit stabilized methods for stiff stochastic differential equations
- Adams predictor-corrector method for solving uncertain differential equation
- Optimized low-dispersion and low-dissipation two-derivative Runge-Kutta method for wave equations
- Double Hopf bifurcation in microbubble oscillators with delay coupling
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)
- New S-ROCK methods for stochastic differential equations with commutative noise
- Explicit Runge-Kutta-Chebyshev methods of second order with monotonic stability polynomial
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