A Runge-Kutta method for index 1 stochastic differential-algebraic equations with scalar noise
- Author
- KÜPPER, Dominique1 ; KVAERNØ, Anne2 ; RÖSSLER, Andreas3
[1] Fachbereich Mathematik, Technische Universitat Darmstadt, Schlossgartenstr. 7, 64289 Darmstadt, Germany
[2] Department of Mathematical Sciences. Norwegian University of Science and Technology, Trondheim, Norway
[3] Mathematisches Institut. Albert-Ludwigs-Universität Freiburg, EckerstraBe 1, 79104 Freiburg, Germany - Source
BIT (Nordisk Tidskrift for Informationsbehandling). 2012, Vol 52, Num 2, pp 437-455, 19 p ; ref : 19 ref
- CODEN
- NBITAB
- ISSN
- 0006-3835
- Scientific domain
- Computer science; Mathematics
- Publisher
- Springer, Dordrecht
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- 65C30 65L06 65L20 65L80 Mean-square convergence Mean-square stability Stiffly accurate Stochastic Runge-Kutta method Stochastic differential-algebraic equation
- Keyword (fr)
- Analyse numérique Convergence Equation algébrique Equation différentielle Equation intégrale Equation non linéaire Equation stochastique Equation transcendante Extrapolation Méthode Runge Kutta Méthode multipas Méthode stochastique Stabilité numérique 65C30 65Cxx 65Hxx 65L06
- Keyword (en)
- Numerical analysis Convergence Algebraic equation Differential equation Integral equation Non linear equation Stochastic equation Transcendental equation Extrapolation Runge Kutta method Multistep method Stochastic method Numerical stability
- Keyword (es)
- Análisis numérico Convergencia Ecuación algebraica Ecuación diferencial Ecuación integral Ecuación no lineal Ecuación estocástica Ecuación trascendente Extrapolación Método Runge Kutta Método multipaso Método estocástico Estabilidad numérica
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01G Nonlinear algebraic and transcendental equations
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01I Ordinary differential equations
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02I Numerical analysis. Scientific computation / 001A02I01 Numerical analysis / 001A02I01Q Numerical methods in probability and statistics
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 26043189
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1007/s10543-011-0354-0 
https://dx.doi.org/10.1007/s10543-011-0354-0
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