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Perturbation by multiplicative noise and the Simulation Extrapolation method

✍ Scribed by Elena Biewen; Sandra Nolte; Martin Rosemann

Book ID
106292740
Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
434 KB
Volume
92
Category
Article
ISSN
1863-8171

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πŸ“œ SIMILAR VOLUMES

Digital simulation of potential step exp
Digital simulation of potential step experiments using the extrapolation method
✍ JΓ–Rg Strutwolf; Wolfgang W. Schoeller πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 552 KB

For large values of the model diffusion coefficient the Crank-Nicolson scheme produces poor numerical results, if it is used for the simulation of a potential step experiment. On the other hand the Backward Euler or fully implicit scheme, not suffering from this drawback, is of lower accuracy. We ap