Pages that link to "Item:Q1195926"
From MaRDI portal
The following pages link to \(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926):
Displaying 25 items.
- Convergence rate of strong local linearization schemes for stochastic differential equations with additive noise (Q438716) (← links)
- Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
- Higher-order semi-implicit Taylor schemes for Itô stochastic differential equations (Q654123) (← links)
- A high-order discontinuous Galerkin method for Itô stochastic ordinary differential equations (Q738961) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Diagonally drift-implicit Runge-Kutta methods of weak order one and two for Itô SDEs and stability analysis (Q1007381) (← links)
- Convergence and stability of implicit Runge-Kutta methods for systems with multiplicative noise (Q1317867) (← links)
- Mean-square stability of second-order Runge-Kutta methods for stochastic differential equations (Q1765478) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Stabilized explicit methods for the approximation of stochastic systems driven by small additive noises (Q2123648) (← links)
- Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
- Study of micro-macro acceleration schemes for linear slow-fast stochastic differential equations with additive noise (Q2216480) (← links)
- A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise (Q2516804) (← links)
- Analytical and numerical investigation of stochastic differential equations with applications using an exponential Euler-Maruyama approach (Q2685282) (← links)
- Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods (Q2914786) (← links)
- Stability in Distribution of Numerical Solutions for Stochastic Differential Equations (Q3158173) (← links)
- THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE (Q3173988) (← links)
- STRONG PREDICTOR–CORRECTOR EULER METHODS FOR STOCHASTIC DIFFERENTIAL EQUATIONS (Q3548303) (← links)
- Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process (Q4248574) (← links)
- Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in (Q4923214) (← links)
- Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)
- On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
- Strong Stability for Additive Runge–Kutta Methods (Q5757411) (← links)
- Runge-Kutta methods for numerical solution of stochastic differential equations (Q5957938) (← links)
- A brief review on stability investigations of numerical methods for systems of stochastic differential equations (Q6572233) (← links)
