Mean-square convergence of numerical methods for random ordinary differential equations

2020 ◽  
Author(s):  
Peng Wang ◽  
Yanzhao Cao ◽  
Xiaoying Han ◽  
Peter Kloeden
Keyword(s):  
Numerical Methods ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Mean Square ◽  
Mean Square Convergence

Numerical methods for differential algebraic equations

Acta Numerica ◽  
1992 ◽  
Vol 1 ◽  
pp. 141-198 ◽  
Author(s):  
Roswitha März
Keyword(s):  
Numerical Methods ◽  
Differential Equations ◽  
Ordinary Differential Equations ◽  
Differential Algebraic Equations ◽  
Algebraic Equations ◽  
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Differential algebraic equations (DAE) are special implicit ordinary differential equations (ODE)where the partial Jacobian f′y(y, x, t) is singular for all values of its arguments.

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