Explicit first-order Runge-Kutta methods with a given stability interval
β Scribed by V.K. Durakova; V.A. Novikov; E.A. Novikov
- Publisher
- Elsevier Science
- Year
- 1988
- Weight
- 318 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0041-5553
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## Green's function Comparison theorems a b s t r a c t In this paper we deal with the numerical solutions of Runge-Kutta methods for first-order periodic boundary value differential equations with piecewise constant arguments. The numerical solution is given by the numerical Green's function. It
New fully implicit stochastic Runge-Kutta schemes of weak order 1 or 2 are proposed for stochastic differential equations with sufficiently smooth drift and diffusion coefficients and a scalar Wiener process, which are derivative-free and which are A-stable in mean square for a linear test equation