Adaptive stepsize based on control theory for stochastic differential equations (Q596212)
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scientific article; zbMATH DE number 2085572
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive stepsize based on control theory for stochastic differential equations |
scientific article; zbMATH DE number 2085572 |
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Adaptive stepsize based on control theory for stochastic differential equations (English)
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10 August 2004
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Stochastic differential equations
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Variable stepsize
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Predictive control
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stiff systems
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stability
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proportional integral control
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Stochastic Runge-Kutta methods
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digital filter
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