Runge‐Kutta methods for monotone differential and stochastic equations
| dc.contributor.author | Kloeden, Peter | |
| dc.contributor.author | Schropp, Johannes | |
| dc.date.accessioned | 2018-09-10T11:51:11Z | |
| dc.date.available | 2018-09-10T11:51:11Z | |
| dc.date.issued | 2003-12 | eng |
| dc.description.abstract | 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. | eng |
| dc.description.version | published | eng |
| dc.identifier.doi | 10.1002/pamm.200310550 | eng |
| dc.identifier.uri | https://kops.uni-konstanz.de/handle/123456789/43210 | |
| dc.language.iso | eng | eng |
| dc.rights | terms-of-use | |
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| dc.subject.ddc | 510 | eng |
| dc.title | Runge‐Kutta methods for monotone differential and stochastic equations | eng |
| dc.type | JOURNAL_ARTICLE | eng |
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| kops.citation.bibtex | @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}
} | |
| kops.citation.iso690 | 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.200310550 | deu |
| kops.citation.iso690 | 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.200310550 | eng |
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<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>
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| kops.flag.isPeerReviewed | unknown | eng |
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| kops.sourcefield | Proceedings in Applied Mathematics and Mechanics : PAMM. 2003, <b>3</b>(1), pp. 565-566. eISSN 1617-7061. Available under: doi: 10.1002/pamm.200310550 | deu |
| kops.sourcefield.plain | Proceedings in Applied Mathematics and Mechanics : PAMM. 2003, 3(1), pp. 565-566. eISSN 1617-7061. Available under: doi: 10.1002/pamm.200310550 | deu |
| kops.sourcefield.plain | Proceedings in Applied Mathematics and Mechanics : PAMM. 2003, 3(1), pp. 565-566. eISSN 1617-7061. Available under: doi: 10.1002/pamm.200310550 | eng |
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| source.bibliographicInfo.fromPage | 565 | eng |
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| source.bibliographicInfo.toPage | 566 | eng |
| source.bibliographicInfo.volume | 3 | eng |
| source.identifier.eissn | 1617-7061 | eng |
| source.periodicalTitle | Proceedings in Applied Mathematics and Mechanics : PAMM | eng |
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