Stable Integration of Stiff Random Ordinary Differential Equations (Q4916958)
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scientific article; zbMATH DE number 6158354
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stable Integration of Stiff Random Ordinary Differential Equations |
scientific article; zbMATH DE number 6158354 |
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Stable Integration of Stiff Random Ordinary Differential Equations (English)
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26 April 2013
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B-stability
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explicit and implicit averaged Euler schemes
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implicit averaged midpoint schemes
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one-step numerical schemes
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pathwise convergence
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random ordinary differential equations
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