儿童
发表于 2025-3-27 00:16:00
Taylor Expansions for RODEs with Affine NoiseTaylor expansions are derived for RODEs with affine noise and general Affine-RODE-Taylor approximations are formulated.
CEDE
发表于 2025-3-27 02:20:05
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Eosinophils
发表于 2025-3-27 07:38:26
Numerical Methods for Ordinary and Stochastic Differential EquationsOne-step numerical schemes for ODEs and Itô SODEs are recalled.
confederacy
发表于 2025-3-27 09:39:42
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安慰
发表于 2025-3-27 16:01:35
Numerical Schemes for RODEs with Affine NoiseOne-step numerical schemes for RODEs with affine noise are derived. Affine-RODE Taylor schemes for bounded, additive and commutative noise are considered. Derivative-free schemes are presented along with multi-step and Runge-Kutta schemes.
证实
发表于 2025-3-27 18:06:29
RODE-Taylor Schemes: General CaseRODE-Taylor schemes are presented for general RODEs with Hölder continuous noise, and in particular essential RODE-Taylor schemes are considered. These schemes are also applied to RODEs with affine noise and compared with the heuristically derived schemes presented in the first chapter.
intolerance
发表于 2025-3-27 22:42:16
Numerical StabilityThe numerical stability of implicit averaged and implicit multi-step schemes for nonlinear RODEs is determined.
progestogen
发表于 2025-3-28 05:44:01
Stochastic Integrals: Simulation and ApproximationMethods for the simulations and approximation of stochastic integrals are given for Wiener processes, Ornstein-Uhlenbeck processes, fractional Brownian motions and Poisson processes. A method for calculating a finer approximation of the same sample path of a Winer process based on the Lévy construction is presented.
表皮
发表于 2025-3-28 09:49:56
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Infuriate
发表于 2025-3-28 10:41:05
Xiaoying Han,Peter E. KloedenMakes recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership.Develops numerical methods for random ODEs