A tersely annotated collection of references on types of approaches used in currently available methods to solve the general linear, first-order ordinary differential equation is presented, and ...
Differential equations are fundamental tools in physics: they are used to describe phenomena ranging from fluid dynamics to general relativity. But when these equations become stiff (i.e. they involve ...
Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...