On stability for numerical approximations of stochastic ordinary differential equations.
Horváth-Bokor, Rózsa (2003)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Displaying similar documents to “Accelerated Runge-Kutta methods.”
On stability for numerical approximations of stochastic ordinary differential equations.
On the stability of numerical methods for nonlinear Volterra integral equations.
Messina, E., Muroya, Y., Russo, E., Vecchio, A. (2010)
Discrete Dynamics in Nature and Society
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An extension of the method of quasilinearization
Tadeusz Jankowski (2003)
Archivum Mathematicum
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The method of quasilinearization is a well–known technique for obtaining approximate solutions of nonlinear differential equations. This method has recently been generalized and extended using less restrictive assumptions so as to apply to a larger class of differential equations. In this paper, we use this technique to nonlinear differential problems.
On the existence of a component-wise positive radially symmetric solution for a superlinear system.
Zhidkov, P. (2007)
Electronic Journal of Qualitative Theory of Differential Equations [electronic only]
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Boundedness and global attractivity of a higher-order nonlinear difference equation.
Jia, Xiu-Mei, Li, Wan-Tong (2010)
Discrete Dynamics in Nature and Society
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Two classes of numerical methods for stiff problems
Milan Kubíček, K. Višňák (1974)
Acta Universitatis Carolinae. Mathematica et Physica
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Estimation of longest stability interval for a kind of explicit linear multistep methods.
Xu, Y., Zhao, J.J. (2010)
Discrete Dynamics in Nature and Society
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