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Numerical stabilization of the differential equations of Keplerian motion

✍ Scribed by J. Baumgarte


Publisher
Springer Netherlands
Year
1972
Tongue
English
Weight
805 KB
Volume
5
Category
Article
ISSN
1572-9478

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Stability of weak numerical schemes for
✍ Norbert Hofmann πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 310 KB

We consider numerical stability and convergence of weak schemes solving stochastic differential equations. A relatively strong notion of stability for a special type of test equations is proposed. These are stochastic differential equations with multiplicative noise. For explicit and implicit Euler