Runge-Kutta methods for affinely controlled nonlinear systems

DOI10.1016/j.cam.2006.02.061zbMath1167.65401OpenAlexW2122652228MaRDI QIDQ885947

Peter E. Kloeden, Andreas Rößler

Publication date: 14 June 2007

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

Full work available at URL: https://doi.org/10.1016/j.cam.2006.02.061

zbMATH Keywords

numerical methodnonlinear systemRunge-Kutta methodrooted tree analysisaffine control

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Control/observation systems governed by ordinary differential equations (93C15)

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Uses Software

• stochastic

Cites Work

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• Rooted Tree Analysis for Order Conditions of Stochastic Runge-Kutta Methods for the Weak Approximation of Stochastic Differential Equations
• Higher order numerical schemes for affinely controlled nonlinear systems
• Pathwise approximation of random ordinary differential equations
• High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations