Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
boundary value problemconvergenceEuler methodinitial value problemsItô stochastic differential equationsMilstein methodnumerical resultsshooting methodsystem of Stratonovich stochastic differential equations
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) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
- Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
- A shooting scheme for boundary-value problems
- Numerical solutions by stochastic analysis for boundary value problems
- A stochastic method for solving a boundary value problem
- The solving of boundary value problems by numerical integration of stochastic equations
- Stochastic simulation for solving random boundary value problems and some applications
- Stochastic boundary methods of fundamental solutions for solving PDEs
- scientific article; zbMATH DE number 955451
- Shooting Method for Nonlinear Singularly Perturbed Boundary‐Value Problems
- Numerical solution of boundary value problems for linear systems of stochastic differential equations
- A change of variables formula for Stratonovich integrals and existence of solutions for two-points stochastic boundary value problems
- Expansion of the global error for numerical schemes solving stochastic differential equations
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- Linear stochastic differential equations with boundary conditions
- Numerical solution of SDE through computer experiments. Including floppy disk
- A stochastic local discontinuous Galerkin method for stochastic two-point boundary-value problems driven by additive noises
- An explicit numerical scheme for the computer simulation of the stochastic transport equation
- Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
- scientific article; zbMATH DE number 955451 (Why is no real title available?)
- A finite difference method for stochastic nonlinear second-order boundary-value problems driven by additive noisese
- Bidirectional Shooting: A Strategy to Improve the Reliability of Shooting Methods for ODE
- Numerical solutions by stochastic analysis for boundary value problems
- scientific article; zbMATH DE number 970407 (Why is no real title available?)
- An Efficient Finite Difference Method for Stochastic Linear Second-Order Boundary-Value Problems Driven by Additive White Noises
- Solution of stochastic boundary value problem in SDE using transition probability density function decomposition
- Method of lines for stochastic boundary-value problems with additive noise
This page was built for publication: Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3158180)
