Semi-Implicit and Semi-Explicit Adams-Bashforth-Moulton Methods
نویسندگان
چکیده
منابع مشابه
Weak Versions of Stochastic Adams-Bashforth and Semi-implicit Leapfrog Schemes for SDEs
We consider the weak analogues of certain strong stochastic numerical schemes considered in [10], namely a Adams-Bashforth scheme and a semi-implicit leapfrog scheme. We show that the weak version of the Adams-Bashforth scheme converges weakly with order 2, and the weak version of the semi-implicit leapfrog scheme converges weakly with order 1. We also note that the weak schemes are computation...
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ژورنال
عنوان ژورنال: Mathematics
سال: 2020
ISSN: 2227-7390
DOI: 10.3390/math8050780