Characterization of bistability for stochastic multistep methods
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software
Link
http://link.springer.com/content/pdf/10.1007/s10543-011-0341-5.pdf
Reference34 articles.
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3. Beyn, W.J., Kruse, R.: Two-sided error estimates for the stochastic theta method. Discrete Contin. Dyn. Syst. Ser. B 14(2), 389–407 (2010)
4. Buckwar, E., Horváth-Bokor, R., Winkler, R.: Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations. BIT Numer. Math. 46(2), 261–282 (2006)
5. Buckwar, E., Kelly, C.: Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations. SIAM J. Numer. Anal. 48(1), 298–321 (2010)
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