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Publication:2905678
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zbMath1246.65011MaRDI QIDQ2905678

J. C. Jimenez, R. J. Biscay, F. Carbonell

Publication date: 28 August 2012


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

zbMATH Keywords

numerical methodsstochastic differential equationsLyapunov exponentsQR-decomposition


Mathematics Subject Classification ID

Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)


Related Items (3)

Stability indices for randomly perturbed power systems ⋮ A class of orthogonal integrators for stochastic differential equations ⋮ A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise







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