✦ LIBER ✦

Convergence analysis of trigonometric methods for stiff second-order stochastic differential equations

✍ Scribed by David Cohen; Magdalena Sigg

Book ID: 113021529
Publisher: Springer-Verlag
Year: 2011
Tongue: English
Weight: 571 KB
Volume: 121
Category: Article
ISSN: 0029-599X
DOI: 10.1007/s00211-011-0426-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical Methods for Second‐Order Stoch

Numerical Methods for Second‐Order Stochastic Differential Equations

✍ Burrage, Kevin; Lenane, Ian; Lythe, Grant 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 291 KB

Second order Runge–Kutta methods for Str

Second order Runge–Kutta methods for Stratonovich stochastic differential equations

✍ Andreas Rößler 📂 Article 📅 2007 🏛 Springer Netherlands 🌐 English ⚖ 708 KB

Second Order Runge–Kutta Methods for Itô

Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations

✍ Rößler, Andreas 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 522 KB

Convergence of corrected derivative meth

Convergence of corrected derivative methods for second-order linear partial differential equations

✍ T. Black; T. Belytschko 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 224 KB 👁 2 views

Approximations where the derivatives are corrected so as to satisfy linear completeness on the derivatives are investigated. These techniques are used in particle methods and other mesh-free methods. The basic approximation is a Shepard interpolant which possesses only constant completeness. The der

D-Convergence of general linear methods

D-Convergence of general linear methods for stiff delay differential equations

✍ Chengming Huang; Guangnan Chen; Shoufu Li; Hongyuan Fu 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 677 KB

On the convergence of multistep methods

On the convergence of multistep methods for nonlinear stiff differential equations

✍ C. Lubich 📂 Article 📅 1992 🏛 Springer-Verlag 🌐 English ⚖ 108 KB