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Pathwise convergent higher order numerical schemes for random ordinary differential equations

✍ Scribed by Kloeden, Peter E.; Jentzen, Arnulf


Book ID
120147956
Publisher
The Royal Society
Year
2007
Tongue
English
Weight
333 KB
Volume
463
Category
Article
ISSN
0962-8444

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A variable order one-step scheme for num
✍ Simeon O. Fatunla πŸ“‚ Article πŸ“… 1978 πŸ› Elsevier Science 🌐 English βš– 543 KB

The author proposes some stable and convergent two-point integration formulae which are particularly well suited to systems of ordinary differential equations with oscillating solutions. The numerical integration algorithms are based on the representation of the theoretical solution by the perturbat