Numerical solution of stiff random ordinary differential equations via averaged schemes

DOI10.1002/mma.7026OpenAlexW3108249500MaRDI QIDQ5004187

Minoo Kamrani, Azar Mirzaei

Publication date: 30 July 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.7026

zbMATH Keywords

pathwise convergenceB-stabilityimplicit averaged midpoint schemestiff random ordinary differential equations

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for stiff equations (65L04)

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