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Stochastic Runge-Kutta Methods with Deterministic High Order for Ordinary Differential Equations
http://hdl.handle.net/10228/5259
http://hdl.handle.net/10228/5259883c1289-1068-47b4-9fee-6788a7b7514a
名前 / ファイル | ライセンス | アクション |
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csse-38.pdf (1.4 MB)
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Item type | テクニカルレポート = Technical Report(1) | |||||||||||
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公開日 | 2014-06-16 | |||||||||||
資源タイプ | ||||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_18gh | |||||||||||
資源タイプ | technical report | |||||||||||
タイトル | ||||||||||||
言語 | en | |||||||||||
タイトル | Stochastic Runge-Kutta Methods with Deterministic High Order for Ordinary Differential Equations | |||||||||||
言語 | ||||||||||||
言語 | eng | |||||||||||
著者 |
小守, 良雄
× 小守, 良雄
WEKO
3142
× Buckwar, Evelyn |
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抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | Our aim is to show that the embedding of deterministic Runge-Kutta methods with higher order than necessary order to achieve a weak order can enrich the properties of stochastic Runge-Kutta methods with respect to not only practical errors but also stability. This will be done through the comparisons between our new schemes and an efficient weak second order scheme with minimized error constant proposed by Debrabant and Robler (2009). | |||||||||||
言語 | en | |||||||||||
備考 | ||||||||||||
内容記述タイプ | Other | |||||||||||
内容記述 | [Remark] The material in this report has been superseded by the following paper: Y. Komori and K. Buckwar (2013),Stochastic Runge-Kutta methods with deterministic high order for ordinary differential equations,BIT Numerical Mathematics, 53(3), 617-639. | |||||||||||
言語 | en | |||||||||||
書誌情報 |
en : Technical Report in Computer Science and Systems Engineering p. 1-8, 発行日 2011-11-11 |
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出版社 | ||||||||||||
言語 | ja | |||||||||||
出版者 | 九州工業大学 | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | PISSN | |||||||||||
収録物識別子 | 1344-8803 | |||||||||||
出版タイプ | ||||||||||||
出版タイプ | VoR | |||||||||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||||||||
テクニカルレポートNo. | ||||||||||||
CSSE-38 | ||||||||||||
異版である | ||||||||||||
関連タイプ | isVersionOf | |||||||||||
識別子タイプ | DOI | |||||||||||
関連識別子 | https://doi.org/10.1007/s10543-013-0419-3 | |||||||||||
研究者情報 | ||||||||||||
https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||
連携ID | ||||||||||||
4977 |