Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (Q492922)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise |
scientific article |
Statements
Stability analysis and classification of Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise (English)
0 references
21 August 2015
0 references
stochastic differential-algebraic equation
0 references
stochastic Runge-Kutta method
0 references
classification
0 references
mean-square stability
0 references
\(A\)-stability
0 references
0 references
0 references
0 references
0 references
