Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term

Standard

Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term. / Komori, Yoshio; Eremin, Alexey; Burrage, Kevin.

International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019. ed. / Theodore E. Simos; Theodore E. Simos; Theodore E. Simos; Theodore E. Simos; Theodore E. Simos; Charalambos Tsitouras. American Institute of Physics, 2020. 100005 (AIP Conference Proceedings; Vol. 2293).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Research › peer-review

Harvard

Komori, Y, Eremin, A & Burrage, K 2020, Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term. in TE Simos, TE Simos, TE Simos, TE Simos, TE Simos & C Tsitouras (eds), International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019., 100005, AIP Conference Proceedings, vol. 2293, American Institute of Physics, International Conference on Numerical Analysis and Applied Mathematics 2019, ICNAAM 2019, Rhodes, Greece, 23/09/19. https://doi.org/10.1063/5.0026922

APA

Komori, Y., Eremin, A., & Burrage, K. (2020). Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term. In T. E. Simos, T. E. Simos, T. E. Simos, T. E. Simos, T. E. Simos, & C. Tsitouras (Eds.), International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019 [100005] (AIP Conference Proceedings; Vol. 2293). American Institute of Physics. https://doi.org/10.1063/5.0026922

Vancouver

Komori Y, Eremin A, Burrage K. Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term. In Simos TE, Simos TE, Simos TE, Simos TE, Simos TE, Tsitouras C, editors, International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019. American Institute of Physics. 2020. 100005. (AIP Conference Proceedings). https://doi.org/10.1063/5.0026922

Author

Komori, Yoshio ; Eremin, Alexey ; Burrage, Kevin. / Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term. International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019. editor / Theodore E. Simos ; Theodore E. Simos ; Theodore E. Simos ; Theodore E. Simos ; Theodore E. Simos ; Charalambos Tsitouras. American Institute of Physics, 2020. (AIP Conference Proceedings).

BibTeX

@inproceedings{e84f03a21c6b4b2ebf3b10daae096b10,

title = "Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term",

abstract = "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.",

author = "Yoshio Komori and Alexey Eremin and Kevin Burrage",

note = "Publisher Copyright: {\textcopyright} 2020 American Institute of Physics Inc.. All rights reserved. Copyright: Copyright 2020 Elsevier B.V., All rights reserved.; International Conference on Numerical Analysis and Applied Mathematics 2019, ICNAAM 2019 ; Conference date: 23-09-2019 Through 28-09-2019",

year = "2020",

month = nov,

day = "24",

doi = "10.1063/5.0026922",

language = "English",

series = "AIP Conference Proceedings",

publisher = "American Institute of Physics",

editor = "Simos, {Theodore E.} and Simos, {Theodore E.} and Simos, {Theodore E.} and Simos, {Theodore E.} and Simos, {Theodore E.} and Charalambos Tsitouras",

booktitle = "International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019",

address = "United States",

}

RIS

TY - GEN

T1 - Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term

AU - Komori, Yoshio

AU - Eremin, Alexey

AU - Burrage, Kevin

PY - 2020/11/24

Y1 - 2020/11/24

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=85097998498&partnerID=8YFLogxK

U2 - 10.1063/5.0026922

DO - 10.1063/5.0026922

M3 - Conference contribution

AN - SCOPUS:85097998498

T3 - AIP Conference Proceedings

BT - International Conference on Numerical Analysis and Applied Mathematics, ICNAAM 2019

A2 - Simos, Theodore E.

A2 - Tsitouras, Charalambos

PB - American Institute of Physics

T2 - International Conference on Numerical Analysis and Applied Mathematics 2019, ICNAAM 2019

Y2 - 23 September 2019 through 28 September 2019

ER -

ID: 75468250