scientific article; zbMATH DE number 1225896

zbMath0906.65143MaRDI QIDQ4220298

Henri Schurz, S. S. Artem'ev, Tatiana A. Averina

Publication date: 22 November 1998

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

zbMATH Keywords

numerical examplesphase trajectoriesnonlinear stochastic differential equation3-stage Runge-Kutta methodstochastic auto-oscillating systemsvariable stepsize algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50) Probabilistic methods, stochastic differential equations (65C99)

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