\(A\)-stability of Runge-Kutta methods for systems with additive noise (Q1195926)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: \(A\)-stability of Runge-Kutta methods for systems with additive noise |
scientific article; zbMATH DE number 86148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(A\)-stability of Runge-Kutta methods for systems with additive noise |
scientific article; zbMATH DE number 86148 |
Statements
\(A\)-stability of Runge-Kutta methods for systems with additive noise (English)
0 references
26 January 1993
0 references
implicit methods
0 references
stochastic differential equations
0 references
stochastic stability
0 references
Numerical stability
0 references
Runge-Kutta methods
0 references
\(A\)-stability
0 references
stability regions
0 references
optimal order of convergence
0 references
0 references
0.9257278
0 references
0.9119014
0 references
0.9091862
0 references
0.9086818
0 references
0.9006137
0 references
0.8993742
0 references
0.89797246
0 references
