An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises

DOI10.1016/J.CAM.2024.116179zbMATH Open1546.65008MaRDI QIDQ6593329

Hassan Ranjbar

Publication date: 26 August 2024

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

zbMATH Keywords

strong convergencestrong superconvergenceexplicit Euler schemeadditive Gaussian white noisesgeneralized \(n\)-dimensional second-order differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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