Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis
Reference23 articles.
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4. Towards a systematic linear stability analysis of numerical methods for systems of stochastic differential equations;Buckwar;SIAM J. Numer. Anal.,2010
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Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems;Applied Mathematics and Computation;2018-09
2. Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations;Journal of Computational and Applied Mathematics;2016-08
3. A-stable Runge–Kutta methods for stiff stochastic differential equations with multiplicative noise;Computational and Applied Mathematics;2014-04-29
4. Asymptotic mean-square stability of two-step Maruyama schemes for stochastic differential equations;Journal of Computational and Applied Mathematics;2014-04
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