scholarly journals Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations

2021 ◽  
Vol 12 ◽  
pp. 100187
Author(s):  
Priya Nair ◽  
Anandaraman Rathinasamy
Keyword(s):  
Differential Algebraic Equations ◽  
Algebraic Equations ◽  
Runge Kutta

scholarly journals The Stability of Two-Step Runge-Kutta Methods for Neutral Delay Integro Differential-Algebraic Equations with Many Delays

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Haiyan Yuan ◽  
Jihong Shen
Keyword(s):  
Asymptotic Stability ◽  
Differential Algebraic Equations ◽  
Asymptotically Stable ◽  
Algebraic Equations ◽  
Neutral Delay ◽  
Runge Kutta ◽  
The Stability

This paper studies the asymptotic stability of the two-step Runge-Kutta methods for neutral delay integro differential-algebraic equations with many delays. It proves that A-stable two-step Runge-Kutta methods are asymptotically stable for neutral delay integro differential-algebraic equations with many delays.

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