Optimal approximation  of stochastic differential equations  by adaptive step-size control

Norbert Hofmann; Thomas Müller-Gronbach; Klaus Ritter

doi:10.1090/s0025-5718-99-01177-1

Optimal approximation of stochastic differential equations by adaptive step-size control

Mathematics of Computation ◽

10.1090/s0025-5718-99-01177-1 ◽

1999 ◽

Vol 69 (231) ◽

pp. 1017-1035 ◽

Cited By ~ 29

Author(s):

Norbert Hofmann ◽

Thomas Müller-Gronbach ◽

Klaus Ritter

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Size Control ◽

Optimal Approximation ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Adaptive Step

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Continuation Power Flow: a Parameterization Technique and Adaptive Step Size Control

10.1109/urucon53396.2021.9647090 ◽

2021 ◽

Author(s):

Alfredo Bonini Neto ◽

Luis Roberto Almeida Gabriel Filho ◽

Dilson Amancio Alves

Keyword(s):

Power Flow ◽

Size Control ◽

Step Size ◽

Adaptive Step Size ◽

Continuation Power Flow ◽

Step Size Control ◽

Adaptive Step

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Adaptive Step Size Control for Update of Activation Probability in Online Probabilistic BS Activation Control Method

2018 21st International Symposium on Wireless Personal Multimedia Communications (WPMC) ◽

10.1109/wpmc.2018.8712949 ◽

2018 ◽

Author(s):

Ryota Ochiai ◽

Yoshihisa Kishiyama ◽

Kenichi Higuchi

Keyword(s):

Control Method ◽

Size Control ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Adaptive Step ◽

Activation Probability

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Efficient approximate solution of jump–diffusion SDEs via path-dependent adaptive step-size control

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2018.10.050 ◽

2019 ◽

Vol 350 ◽

pp. 396-411

Author(s):

Paweł Przybyłowicz

Keyword(s):

Approximate Solution ◽

Size Control ◽

Jump Diffusion ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Path Dependent ◽

Adaptive Step

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A numerical solution of the magnetization reversal modeling in a permalloy thin film using fifth order Runge–Kutta method with adaptive step size control

Physica B Condensed Matter ◽

10.1016/j.physb.2007.08.076 ◽

2008 ◽

Vol 403 (2-3) ◽

pp. 464-468 ◽

Cited By ~ 51

Author(s):

A. Romeo ◽

G. Finocchio ◽

M. Carpentieri ◽

L. Torres ◽

G. Consolo ◽

...

Keyword(s):

Thin Film ◽

Magnetization Reversal ◽

Size Control ◽

Kutta Method ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Runge Kutta Method ◽

Adaptive Step ◽

Fifth Order

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Energy conservation and power bonds in co-simulations: non-iterative adaptive step size control and error estimation

Engineering With Computers ◽

10.1007/s00366-016-0492-8 ◽

2016 ◽

Vol 33 (3) ◽

pp. 607-620 ◽

Cited By ~ 19

Author(s):

Severin Sadjina ◽

Lars T. Kyllingstad ◽

Stian Skjong ◽

Eilif Pedersen

Keyword(s):

Energy Conservation ◽

Error Estimation ◽

Size Control ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Adaptive Step

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A variable step-size control algorithm for the weak approximation of stochastic differential equations

Numerical Algorithms ◽

10.1007/s11075-010-9363-3 ◽

2010 ◽

Vol 55 (4) ◽

pp. 429-446 ◽

Cited By ~ 6

Author(s):

A. Valinejad ◽

S. Mohammad Hosseini

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Control Algorithm ◽

Size Control ◽

Variable Step Size ◽

Weak Approximation ◽

Step Size ◽

Step Size Control ◽

Variable Step

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Step size control for the uniform approximation of systems of stochastic differential equations with additive noise

10.1214/aoap/1019487358 ◽

2000 ◽

Vol 10 (2) ◽

pp. 616-633 ◽

Cited By ~ 9

Author(s):

Norbert Hofmann ◽

Thomas Müller-Gronbach ◽

Klaus Ritter

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Uniform Approximation ◽

Additive Noise ◽

Size Control ◽

Step Size ◽

Step Size Control

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Ray Tracing with Adaptive Step Size Control in Inhomogeneous Anisotropic Media

80th EAGE Conference and Exhibition 2018 ◽

10.3997/2214-4609.201801324 ◽

2018 ◽

Author(s):

A. Roeser ◽

N. Boitz ◽

S.A. Shapiro

Keyword(s):

Ray Tracing ◽

Size Control ◽

Anisotropic Media ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Adaptive Step ◽

Inhomogeneous Anisotropic Media

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Fast Adapting PMD Equalizers Using Adaptive Step-Size Control

2008 IEEE PhotonicsGlobal@Singapore ◽

10.1109/ipgc.2008.4781426 ◽

2008 ◽

Cited By ~ 1

Author(s):

Daniel Goelz ◽

Christian Mandel ◽

Peter Meissner

Keyword(s):

Size Control ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Adaptive Step

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Adaptive Step Size Control of Extended/Unscented Kalman Filter Using Event Handling Concept

Frontiers in Mechanical Engineering ◽

10.3389/fmech.2019.00074 ◽

2020 ◽

Vol 5 ◽

Cited By ~ 1

Author(s):

Fateme Bakhshande ◽

Dirk Söffker

Keyword(s):

Kalman Filter ◽

Unscented Kalman Filter ◽

Size Control ◽

Step Size ◽

Adaptive Step Size ◽

Step Size Control ◽

Event Handling ◽

Adaptive Step

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