Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems
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Cites work
- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 52120 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- A General Approach to Waveform Relaxation Solutions of Nonlinear Differential-Algebraic Equations: The Continuous-Time and Discrete-Time Cases
- A Jacobi Waveform Relaxation Method for ODEs
- An analysis of convergence for two-stage waveform relaxation methods
- Convergence analysis of two-stage waveform relaxation method for the initial value problems
- Convergence analysis of waveform relaxation methods for neutral differential-functional systems
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Convergence of Waveform Relaxation Methods for Differential-Algebraic Systems
- Convergence of waveform relaxation methods for Hermitian positive definite linear systems
- Convergence of waveform relaxation methods for neutral delay differential equations
- Convergence results for continuous-time waveform methods for Volterra integral equations
- Discrete time waveform relaxation method for stochastic delay differential equations
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Introduction to the numerical analysis of stochastic delay differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical Solutions of Stochastic Functional Differential Equations
- On SOR Waveform Relaxation Methods
- On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations
- On the convergence of iterative methods for general differential-algebraic systems
- On the convergence of waveform relaxation methods for stiff nonlinear ordinary differential equations
- Remarks on Picard-Lindelöf iteration
- Waveform Relaxation for Functional-Differential Equations
- Waveform relaxation method for stochastic differential equations with constant delay
- Waveform relaxation methods for functional differential systems of neutral type
- Waveform relaxation methods for stochastic differential equations
Cited in
(9)- A waveform relaxation method for stochastic pantograph equations
- SOR waveform relaxation methods for stochastic differential equations
- Almost sure convergence of the discrete waveform relaxation method for linear stochastic differential equations
- Waveform relaxation method for stochastic differential equations with constant delay
- Convergence analysis of waveform relaxation methods for neutral differential-functional systems
- The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations
- Convergence of waveform relaxation methods for neutral delay differential equations
- Symplectic waveform relaxation methods for Hamiltonian systems
- Convergence of discrete time waveform relaxation methods
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