Publikation: Runge‐Kutta methods for monotone differential and stochastic equations
Lade...
Dateien
Zu diesem Dokument gibt es keine Dateien.
Datum
2003
Autor:innen
Kloeden, Peter
Herausgeber:innen
ISSN der Zeitschrift
Electronic ISSN
ISBN
Bibliografische Daten
Verlag
Schriftenreihe
Auflagebezeichnung
DOI (zitierfähiger Link)
Internationale Patentnummer
Angaben zur Forschungsförderung
Projekt
Open Access-Veröffentlichung
Sammlungen
Core Facility der Universität Konstanz
Titel in einer weiteren Sprache
Publikationstyp
Zeitschriftenartikel
Publikationsstatus
Published
Erschienen in
Proceedings in Applied Mathematics and Mechanics : PAMM. 2003, 3(1), pp. 565-566. eISSN 1617-7061. Available under: doi: 10.1002/pamm.200310550
Zusammenfassung
Runge‐Kutta methods which preserve monotonicity for deterministic ordinary differential equations also preserve montonicity for random differential equations albeit with reduced order. However, the only one‐step numerical methods which preserve the montone structure of a monotone stochastic differential equation are the strong Taylor schemes of strong order 0:5 and 1:0.
Zusammenfassung in einer weiteren Sprache
Fachgebiet (DDC)
510 Mathematik
Schlagwörter
Konferenz
Rezension
undefined / . - undefined, undefined
Zitieren
ISO 690
KLOEDEN, Peter, Johannes SCHROPP, 2003. Runge‐Kutta methods for monotone differential and stochastic equations. In: Proceedings in Applied Mathematics and Mechanics : PAMM. 2003, 3(1), pp. 565-566. eISSN 1617-7061. Available under: doi: 10.1002/pamm.200310550BibTex
@article{Kloeden2003-12Runge-43210,
year={2003},
doi={10.1002/pamm.200310550},
title={Runge‐Kutta methods for monotone differential and stochastic equations},
number={1},
volume={3},
journal={Proceedings in Applied Mathematics and Mechanics : PAMM},
pages={565--566},
author={Kloeden, Peter and Schropp, Johannes}
}RDF
<rdf:RDF
xmlns:dcterms="http://purl.org/dc/terms/"
xmlns:dc="http://purl.org/dc/elements/1.1/"
xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
xmlns:bibo="http://purl.org/ontology/bibo/"
xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
xmlns:foaf="http://xmlns.com/foaf/0.1/"
xmlns:void="http://rdfs.org/ns/void#"
xmlns:xsd="http://www.w3.org/2001/XMLSchema#" >
<rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/43210">
<bibo:uri rdf:resource="https://kops.uni-konstanz.de/handle/123456789/43210"/>
<dc:contributor>Kloeden, Peter</dc:contributor>
<void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
<dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-09-10T11:51:11Z</dcterms:available>
<dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dcterms:abstract xml:lang="eng">Runge‐Kutta methods which preserve monotonicity for deterministic ordinary differential equations also preserve montonicity for random differential equations albeit with reduced order. However, the only one‐step numerical methods which preserve the montone structure of a monotone stochastic differential equation are the strong Taylor schemes of strong order 0:5 and 1:0.</dcterms:abstract>
<dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2018-09-10T11:51:11Z</dc:date>
<foaf:homepage rdf:resource="http://localhost:8080/"/>
<dc:rights>terms-of-use</dc:rights>
<dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
<dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
<dc:language>eng</dc:language>
<dc:creator>Schropp, Johannes</dc:creator>
<dc:creator>Kloeden, Peter</dc:creator>
<dc:contributor>Schropp, Johannes</dc:contributor>
<dcterms:title>Runge‐Kutta methods for monotone differential and stochastic equations</dcterms:title>
<dcterms:issued>2003-12</dcterms:issued>
</rdf:Description>
</rdf:RDF>Interner Vermerk
xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter
Prüfungsdatum der Dissertation
Finanzierungsart
Kommentar zur Publikation
Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Ja
Begutachtet
Unbekannt
