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Aufsatz / Paper in Tagungsband (nicht-referiert)

Stochastic Runge‐Kutta Methods with Deterministic High Order for Ordinary Differential Equations

Buckwar E., Komori Y.: Stochastic Runge‐Kutta Methods with Deterministic High Order for Ordinary Differential Equations, in: NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011, Series AIP Conference Proceedings, Volume 1389, Page(s) 1590-1593, American Institute of Physics, 2011.

BibTeX

@INPROCEEDINGS{
title = {Stochastic Runge‐Kutta Methods with Deterministic High Order for Ordinary Differential Equations},
type = {Aufsatz / Paper in Tagungsband (nicht-referiert)},
booktitle = {NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011},
author = {Buckwar, Evelyn and Komori, Yoshio},
language = {EN},
abstract = {Our aim is to show that the embedding of deterministic Runge‐Kutta methods with higher order than necessary order to achieve a weak order can enrich the properties of stochastic Runge‐Kutta methods with respect to not only practical errors but also stability. This will be done through the comparisons between our new schemes and an efficient weak second order scheme with minimized error constant proposed by Debrabant and Rößler (2009).},
pages = {1590-1593},
publisher = {American Institute of Physics},
volume = {1389},
series = {AIP Conference Proceedings},
isbn = {978-0-7354-0956-9},
year = {2011},
}

Details

Zusammenfassung: Our aim is to show that the embedding of deterministic Runge‐Kutta methods with higher order than necessary order to achieve a weak order can enrich the properties of stochastic Runge‐Kutta methods with respect to not only practical errors but also stability. This will be done through the comparisons between our new schemes and an efficient weak second order scheme with minimized error constant proposed by Debrabant and Rößler (2009).

Buchtitel: NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011
Volume: 1389
Erscheinungsjahr: 2011
Seitenreferenz: 1590-1593
Anzahl Seiten: 4
Verlag: American Institute of Physics
Serie: AIP Conference Proceedings
ISBN: 978-0-7354-0956-9
Reichweite: International

Beteiligte

AutorInnen / HerausgeberInnen: Univ.-Prof. Dr. Evelyn Buckwar, Dr. Yoshio Komori

Forschungseinheiten der JKU:

Wissenschaftszweige: 1103 Analysis | 1113 Mathematische Statistik | 1114 Numerische Mathematik | 1118 Wahrscheinlichkeitstheorie | 1121 Operations Research | 1145 Zeitreihenanalyse | 1165 Stochastik | 5943 Risikoforschung

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