Mean-square convergence of numerical methods for random ordinary differential equations
Sign Up to like & getrecommendations! Published in 2020 at "Numerical Algorithms"
DOI: 10.1007/s11075-020-00967-w
Abstract: The aim of this work is to analyze the mean-square convergence rates of numerical schemes for random ordinary differential equations (RODEs). First, a relation between the global and local mean-square convergence order of one-step explicit… read more here.
Keywords: ordinary differential; random ordinary; square convergence; mean square ... See more keywords