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Weak second order S-ROCK methods for Stratonovich stochastic differential equations
http://hdl.handle.net/10228/00008001
http://hdl.handle.net/10228/0000800164205c1f-ba48-4b3a-b8fb-77c99111810c
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
j.cam.2012.01.033.pdf (1.9 MB)
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| アイテムタイプ | 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 | Weak second order S-ROCK methods for Stratonovich stochastic differential equations | |||||||||||||
| 言語 | ||||||||||||||
| 言語 | eng | |||||||||||||
| 著者 |
小守, 良雄
× 小守, 良雄
WEKO
3142
× Burrage, Kevin |
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| 抄録 | ||||||||||||||
| 内容記述タイプ | Abstract | |||||||||||||
| 内容記述 | It is well known that the numerical solution of stiff stochastic ordinary differential equations leads to a step size reduction when explicit methods are used. This has led to a plethora of implicit or semi-implicit methods with a wide variety of stability properties. However, for stiff stochastic problems in which the eigenvalues of a drift term lie near the negative real axis, such as those arising from stochastic partial differential equations, explicit methods with extended stability regions can be very effective. In the present paper our aim is to derive explicit Runge–Kutta schemes for non-commutative Stratonovich stochastic differential equations, which are of weak order two and which have large stability regions. This will be achieved by the use of a technique in Chebyshev methods for ordinary differential equations. | |||||||||||||
| 書誌情報 |
Journal of Computational and Applied Mathematics 巻 236, 号 11, p. 2895-2908, 発行日 2012-02-03 |
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| 出版社 | ||||||||||||||
| 出版者 | Elsevier | |||||||||||||
| DOI | ||||||||||||||
| 関連タイプ | isVersionOf | |||||||||||||
| 識別子タイプ | DOI | |||||||||||||
| 関連識別子 | https://doi.org/10.1016/j.cam.2012.01.033 | |||||||||||||
| 日本十進分類法 | ||||||||||||||
| 主題Scheme | NDC | |||||||||||||
| 主題 | 417 | |||||||||||||
| ISSN | ||||||||||||||
| 収録物識別子タイプ | ISSN | |||||||||||||
| 収録物識別子 | 0377-0427 | |||||||||||||
| 著作権関連情報 | ||||||||||||||
| 権利情報 | Copyright (c) 2012 Elsevier B.V. All rights reserved. | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | Explicit method | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | Mean square stability | |||||||||||||
| キーワード | ||||||||||||||
| 主題Scheme | Other | |||||||||||||
| 主題 | Stochastic orthogonal Runge–Kutta Chebyshev method | |||||||||||||
| 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 | ||||||||||||||
| URL | https://hyokadb02.jimu.kyutech.ac.jp/html/241_ja.html | |||||||||||||
| 論文ID（連携） | ||||||||||||||
| 値 | 10360353 | |||||||||||||
| 連携ID | ||||||||||||||
| 値 | 8521 | |||||||||||||
