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Publication:2885955
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zbMath1249.60130MaRDI QIDQ2885955

Peng Wang

Publication date: 1 June 2012


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stabilitystochastic differential equationRunge-Kutta methodstiff accuracy


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)


Related Items (1)

Split-step backward balanced Milstein methods for stiff stochastic systems


Uses Software

  • VODE





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