Strong first order S-ROCK methods for stochastic differential equations
| Data(s) |
2013
|
|---|---|
| Identificador | |
| Publicador |
Elsevier BV, North-Holland |
| Relação |
DOI:10.1016/j.cam.2012.10.026 Komori, Yoshio & Burrage, Kevin (2013) Strong first order S-ROCK methods for stochastic differential equations. Journal of Computational and Applied Mathematics, pp. 261-274. |
| Fonte |
School of Mathematical Sciences; Science & Engineering Faculty |
| Palavras-Chave | #Chebyshev method, Convergence order, Derivative-free, Explicit method, First order, Mean square stability, Non-commutative, Numerical experiments, Stability properties, Stability regions, Stochastic differential equations, Ordinary differential equations |
| Tipo |
Journal Article |
