Random Ordinary Differential Equations and Their Numerical Approximation

来源 :第八届工业与应用数学国际大会 | 被引量 : 0次 | 上传用户：sunplusit

【摘要】

：

　　Classical numerical schemes such as Runge-Kutta schemes can be used for RODEs but do not achieve their usual high order since the vector field does not inhe

【作者】

：

Kloeden Peter

【机构】

：

Huazhong Univ.of Sci.& Tech.

【出处】

：

第八届工业与应用数学国际大会

【发表日期】

：

2015年期

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　　Classical numerical schemes such as Runge-Kutta schemes can be used for RODEs but do not achieve their usual high order since the vector field does not inherit enough smoothness in time from the driving process.

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Random Ordinary Differential Equations and Their Numerical Approximation

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