Runge kutta familes for additive noise stochastic differential equations

dc.contributor.author	Φαμέλης, Ιωάννης Θ.	el
dc.contributor.author	Ξάνθος, Φοίβος	el
dc.contributor.author	Παπαγεωργίου, Γεώργιος	el
dc.date.accessioned	2015-02-12T11:28:12Z
dc.date.issued	2015-02-12
dc.identifier.uri	http://hdl.handle.net/11400/6101
dc.rights	Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ηνωμένες Πολιτείες	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/3.0/us/	*
dc.source	http://scitation.aip.org/	en
dc.subject	Stochastic differential equations
dc.subject	Numerical solution
dc.subject	Στοχαστικές διαφορικές εξισώσεις
dc.subject	Αριθμητική λύση
dc.title	Runge kutta familes for additive noise stochastic differential equations	en
heal.type	conferenceItem
heal.generalDescription	AIP Conference Proceedings 1048	en
heal.classification	Electronics
heal.classification	Applied mathematics
heal.classification	Ηλεκτρονική
heal.classification	Εφαρμοσμένα μαθηματικά
heal.classificationURI	http://zbw.eu/stw/descriptor/10455-2
heal.classificationURI	http://id.loc.gov/authorities/subjects/sh93002523
heal.classificationURI	N/A-Ηλεκτρονική
heal.classificationURI	N/A-Εφαρμοσμένα μαθηματικά
heal.keywordURI	http://id.loc.gov/authorities/subjects/sh85128177
heal.identifier.secondary	DOI: 10.1063/1.2990887
heal.dateAvailable	10000-01-01
heal.language	en
heal.access	forever
heal.recordProvider	Τ.Ε.Ι. Αθήνας. Σχολή Τεχνολογικών Εφαρμογών. Τμήμα Ηλεκτρονικών Μηχανικών Τ.Ε.	el
heal.publicationDate	2008
heal.bibliographicCitation	Famelis, I., Xanthos, F. and Papageorgiou, G. (2008). Runge kutta familes for additive noise stochastic differential equations. In the International Conference Of Numerical Analysis And Applied Mathematics. Kos, 16th-20th September 2008. AIP Publishing: 2008. pp. 182-185.	en
heal.abstract	We present families of explicit Runge-Kutta Methods for the numerical treatment of Stochastic Differential Equations with additive noise and one dimensional Wiener process. We study methods with two, three and four stages attaining deterministic order up to four and stochastic orders one and one and a half. The methods are tested in the solution of various problems and are compared with known other methods. The results modify our effort.	en
heal.publisher	AIP Publishing	en
heal.fullTextAvailability	true
heal.conferenceName	International Conference Of Numerical Analysis And Applied Mathematics	en
heal.conferenceItemType	full paper