✦ LIBER ✦

Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations

✍ Scribed by Buckwar, Evelyn; Kelly, Cónall

Book ID: 118184733
Publisher: Society for Industrial and Applied Mathematics
Year: 2010
Tongue: English
Weight: 626 KB
Volume: 48
Category: Article
ISSN: 0036-1429
DOI: 10.1137/090771843

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stability of numerical methods for solvi

Stability of numerical methods for solving stochastic differential equations

✍ S. S. Artem'ev 📂 Article 📅 1994 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 275 KB

Delay-dependent stability analysis of nu

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

✍ Chengming Huang; Siqing Gan; Desheng Wang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 668 KB

Exponential mean square stability of num

Exponential mean square stability of numerical methods for systems of stochastic differential equations

✍ Chengming Huang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 244 KB

Stability analysis of numerical methods

Stability analysis of numerical methods for systems of neutral delay-differential equations

✍ Guang-Da Hu; Taketomo Mitsui 📂 Article 📅 1995 🏛 Springer Netherlands 🌐 English ⚖ 459 KB

Stability analysis of numerical methods

Stability analysis of numerical methods for delay differential equations

✍ K. J. In't Hout; M. N. Spijker 📂 Article 📅 1991 🏛 Springer-Verlag 🌐 English ⚖ 366 KB

Stability analysis of numerical methods

Stability analysis of numerical methods for systems of functional-differential and functional equations

✍ Chengming Huang; Qianshun Chang 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 648 KB

This paper is concerned with the numerical solution of functional-differential and functional equations which include functional-differential equations of neutral type as special cases. The adaptation of linear multistep methods, one-leg methods, and Runge-Kutta methods is considered. The emphasis i