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Stiffness in numerical initial-value problems: A and L-stability of numerical methods

✍ Scribed by Fazio, Riccardo


Book ID
126775029
Publisher
Taylor and Francis Group
Year
2001
Tongue
English
Weight
271 KB
Volume
32
Category
Article
ISSN
0020-739X

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Numerical solution of random differentia
✍ J. C. CortΓ©s; L. JΓ³dar; L. Villafuerte πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 202 KB

This paper deals with the construction of numerical methods of random initial value problems. Random linear multistep methods are presented and sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several