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Explicit stochastic Runge-Kutta methods with large stability regions
http://hdl.handle.net/10228/00007998
http://hdl.handle.net/10228/00007998da95782a-e0e3-4561-8219-e8f60ca07ee5
名前 / ファイル | ライセンス | アクション |
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1.3498353.pdf (373.6 kB)
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Item type | 学術雑誌論文 = Journal Article(1) | |||||||||||
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公開日 | 2021-01-04 | |||||||||||
資源タイプ | ||||||||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||||||||
資源タイプ | journal article | |||||||||||
タイトル | ||||||||||||
タイトル | Explicit stochastic Runge-Kutta methods with large stability regions | |||||||||||
言語 | ||||||||||||
言語 | eng | |||||||||||
著者 |
Burrage, Kevin
× Burrage, Kevin× 小守, 良雄
WEKO
3142
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抄録 | ||||||||||||
内容記述タイプ | Abstract | |||||||||||
内容記述 | Our aim is to derive explicit Runge‐Kutta schemes for Stratonovich stochastic differential equations with a multidimensional Wiener process, which are of weak order 2 and which have large stability regions. This has been achieved by the use of a technique in Chebyshev methods for ordinary differential equations. In this talk, large stability regions of our schemes will be shown. Concerning convergence order and stability properties, the schemes will be tested in numerical experiments. | |||||||||||
備考 | ||||||||||||
内容記述タイプ | Other | |||||||||||
内容記述 | ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010, 19–25 September, 2010, Rhodes, Greece | |||||||||||
書誌情報 |
AIP Conference Proceedings 巻 1281, p. 2057-2060, 発行日 2010-09-17 |
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出版社 | ||||||||||||
出版者 | AIP Publishing | |||||||||||
DOI | ||||||||||||
関連タイプ | isVersionOf | |||||||||||
識別子タイプ | DOI | |||||||||||
関連識別子 | https://doi.org/10.1063/1.3498353 | |||||||||||
ISBN | ||||||||||||
識別子タイプ | ISBN | |||||||||||
関連識別子 | 978-0-7354-0834-0 | |||||||||||
日本十進分類法 | ||||||||||||
主題Scheme | NDC | |||||||||||
主題 | 417 | |||||||||||
NCID | ||||||||||||
収録物識別子タイプ | NCID | |||||||||||
収録物識別子 | AA00502977 | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | ISSN | |||||||||||
収録物識別子 | 0094-243X | |||||||||||
ISSN | ||||||||||||
収録物識別子タイプ | ISSN | |||||||||||
収録物識別子 | 1551-7616 | |||||||||||
著作権関連情報 | ||||||||||||
権利情報 | This article may be downloaded for personal use only. Any other use requires prior permission of the author and AIP Publishing. This article appeared in https://doi.org/10.1063/1.3498353 and may be found at https://aip.scitation.org/doi/abs/10.1063/1.3498353. | |||||||||||
出版タイプ | ||||||||||||
出版タイプ | AM | |||||||||||
出版タイプResource | http://purl.org/coar/version/c_ab4af688f83e57aa | |||||||||||
査読の有無 | ||||||||||||
値 | yes | |||||||||||
研究者情報 | ||||||||||||
https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | ||||||||||||
論文ID(連携) | ||||||||||||
10360355 | ||||||||||||
連携ID | ||||||||||||
8519 | ||||||||||||
著者別名 | ||||||||||||
姓名 | Burrage, K. | |||||||||||
著者別名 | ||||||||||||
姓名 | Komori, Yoshio | |||||||||||
言語 | en | |||||||||||
姓名 | 小守, 良雄 | |||||||||||
言語 | ja | |||||||||||
姓名 | コモリ, ヨシオ | |||||||||||
言語 | ja-Kana |