Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems

DOI10.1016/j.amc.2015.04.038zbMath1410.65008OpenAlexW345672321WikidataQ115361349 ScholiaQ115361349MaRDI QIDQ1663560

Zhencheng Fan

Publication date: 21 August 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.038

zbMATH Keywords

stochastic differential equationssuperlinear convergencewaveform relaxation methodsmean square convergenceneutral stochastic functional differential equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (3)

Convergence of discrete time waveform relaxation methods ⋮ Symplectic waveform relaxation methods for Hamiltonian systems ⋮ The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations

Cites Work

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• On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

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