DOI

A theorem was originally proposed to deal with the stochastic theta methods when they are applied to a linear test equation with delay and non-delay in a diffusion term. We extend the theorem to a proposition in a general form, and use it for stability analysis of stochastic orthogonal Runge-Kutta-Chebyshev methods when the methods are applied to the test equation.

Original languageEnglish
Title of host publicationInternational Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019
EditorsTheodore E. Simos, Theodore E. Simos, Theodore E. Simos, Theodore E. Simos, Theodore E. Simos, Charalambos Tsitouras
PublisherAmerican Institute of Physics
ISBN (Electronic)9780735440258
DOIs
StatePublished - 24 Nov 2020
EventInternational Conference on Numerical Analysis and Applied Mathematics 2019, ICNAAM 2019 - Rhodes, Greece
Duration: 23 Sep 201928 Sep 2019

Publication series

NameAIP Conference Proceedings
Volume2293
ISSN (Print)0094-243X
ISSN (Electronic)1551-7616

Conference

ConferenceInternational Conference on Numerical Analysis and Applied Mathematics 2019, ICNAAM 2019
Country/TerritoryGreece
CityRhodes
Period23/09/1928/09/19

    Scopus subject areas

  • Physics and Astronomy(all)
  • Mathematics(all)

ID: 75468250