Accelerated Runge-Kutta methods.
Udwadia, Firdaus E., Farahani, Artin (2008)
Discrete Dynamics in Nature and Society
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Displaying similar documents to “On stability for numerical approximations of stochastic ordinary differential equations.”
Accelerated Runge-Kutta methods.
Stability of the second derivative linear multistep formulas
Jiří Kobza (1977)
Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika
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Numerical stability in solution of ordinary differential equations
Emil Vitásek (1968)
Aplikace matematiky
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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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