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内部出版物
在“
SpringerLink电子期刊
”中,
命中:
14
条,耗时:小于0.01 秒
1.
Almost sure stability of the Euler–Maruyama method with random variable stepsize for stochastic differential equations
作者:
Wei Liu
;
Xuerong Mao
关键词:
Stopping time
;
Almost sure stability
;
Euler–Maruyama
;
Variable stepsize
;
Semimartingale convergence theory
刊名:Numerical Algorithms
出版年:2017
2.
Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
作者:
Adam Andersson
;
Raphael Kruse
关键词:
SODE
;
Backward Euler–Maruyama method
;
BDF2
;
Maruyama method
;
Strong convergence rates
;
Global monotoncity condition
刊名:BIT Numerical Mathematics
出版年:2017
3.
Stochastic C-Stability and B-Consistency of Explicit and Implicit Milstein-Type Schemes
作者:
Wolf-Jürgen Beyn
;
Elena Isaak
;
Raphael Kruse
关键词:
Stochastic differential equations
;
Global monotonicity condition
;
Split
;
step backward Milstein method
;
Projected Milstein method
;
Mean
;
square convergence
;
Strong convergence
C ;
stability
B ;
consistency
刊名:Journal of Scientific Computing
出版年:2017
4.
Strong convergence and stability of backward Euler–Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation
作者:
Shaobo Zhou
关键词:
Stochastic differential delay equation
;
Polynomial growth condition
;
Strong convergence
;
Backward Euler–Maruyama method
;
Almost surely exponential stability
;
Discrete semi
;
martingale convergence theorem
;
65C20
刊名:Calcolo
出版年:2015
5.
On the pathwise approximation of stochastic differential equations
作者:
Tony Shardlow
;
Phillip Taylor
关键词:
Stochastic differential equations
;
Numerical methods
;
Rough path theory
刊名:BIT Numerical Mathematics
出版年:2016
6.
Stochastic C-Stability and B-Consistency of Explicit and Implicit Euler-Type Schemes
作者:
Wolf-Jürgen Beyn
;
Elena Isaak
;
Raphael Kruse
刊名:Journal of Scientific Computing
出版年:2016
7.
Simulation of SPDEs for Excitable Media Using Finite Elements
作者:
Muriel Boulakia
;
Alexandre Genadot
;
Michèle Thieullen
关键词:
Stochastic partial differential equation
;
Finite element method
;
Excitable media
;
60H15
;
60H35
;
65M60
刊名:Journal of Scientific Computing
出版年:2015
8.
Stability in the numerical simulation of stochastic delayed Hopfield neural networks
作者:
Feng Jiang (1) (2)
Yi Shen (3)
关键词:
Stochastic delayed Hopfield neural networks
;
Mean
;
square stability
;
Split
;
Step Backward Euler method
;
Euler–Maruyama method
刊名:Neural Computing & Applications
出版年:2013
9.
Approximation and Stability of Solutions of SDEs Driven by a Symmetric α Stable Process with Non-Lipschitz Coefficients
作者:
Hiroya Hashimoto (1)
关键词:
Euler–Maruyama approximation
;
Stability of solution
;
Symmetric α stable process
刊名:Lecture Notes in Mathematics
出版年:2013
10.
Multilevel Monte Carlo method for parabolic stochastic partial differential equations
作者:
Andrea Barth (1)
Annika Lang (1)
Christoph Schwab (1)
关键词:
Multilevel Monte Carlo
;
Stochastic partial differential equations
;
Stochastic Finite Element Methods
;
Stochastic parabolic equation
;
Multilevel approximations
;
60H15
;
60H35
;
65C30
;
41A25
;
65C05
;
65N30
刊名:BIT Numerical Mathematics
出版年:2013
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