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Mean-square convergence of numerical methods for random ordinary differential equations |
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| Authors: | Wang Peng Cao Yanzhao Han Xiaoying Kloeden Peter |
| Institution: | 1.Institute of Mathematics, Jilin University, Changchun, 130012, People’s Republic of China ;2.Department of Mathematics and Statistics, Auburn University, Auburn, AL, 36849, USA ; |
| Abstract: | Numerical Algorithms - The aim of this work is to analyze the mean-square convergence rates of numerical schemes for random ordinary differential equations (RODEs). First, a relation between the... |
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