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Volumn 205, Issue 2, 2007, Pages 957-968

Runge-Kutta methods for affinely controlled nonlinear systems

Author keywords

Affine control; Nonlinear system; Numerical method; Rooted tree analysis; Runge Kutta method

Indexed keywords

COMPUTER SIMULATION; NONLINEAR SYSTEMS; NUMERICAL METHODS; STOCHASTIC CONTROL SYSTEMS;

EID: 34248156698     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2006.02.061     Document Type: Article
Times cited : (7)

References (12)
  • 1
    • 0030286423 scopus 로고    scopus 로고
    • High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations
    • Burrage K., and Burrage P.M. High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations. Appl. Numer. Math. 22 (1996) 81-101
    • (1996) Appl. Numer. Math. , vol.22 , pp. 81-101
    • Burrage, K.1    Burrage, P.M.2
  • 3
    • 34248171145 scopus 로고    scopus 로고
    • S. Cyganowski, L. Grüne, P.E. Kloeden, MAPLE for stochastic differential equations, in: Theory and Numerics of Differential Equations (Durham, 2000), Universitext, Springer, Berlin, 2001, pp. 127-177. Availability: 〈http://www.uni-bayreuth.de/departments/math/∼lgruene/publ/maplesde.html〉.
  • 4
    • 0031375029 scopus 로고    scopus 로고
    • Higher-order approximations of linear control systems via Runge-Kutta schemes
    • Ferretti R. Higher-order approximations of linear control systems via Runge-Kutta schemes. Computing 58 (1997) 351-364
    • (1997) Computing , vol.58 , pp. 351-364
    • Ferretti, R.1
  • 5
    • 0035597302 scopus 로고    scopus 로고
    • Higher order numerical schemes for affinely controlled nonlinear systems
    • Grüne L., and Kloeden P.E. Higher order numerical schemes for affinely controlled nonlinear systems. Numer. Math. 89 (2001) 669-690
    • (2001) Numer. Math. , vol.89 , pp. 669-690
    • Grüne, L.1    Kloeden, P.E.2
  • 6
    • 0042819717 scopus 로고    scopus 로고
    • Pathwise approximation of random ordinary differential equations
    • Grüne L., and Kloeden P.E. Pathwise approximation of random ordinary differential equations. BIT 41 4 (2001) 711-721
    • (2001) BIT , vol.41 , Issue.4 , pp. 711-721
    • Grüne, L.1    Kloeden, P.E.2
  • 10
    • 34248223603 scopus 로고    scopus 로고
    • A. Rößler, Runge-Kutta methods for the numerical solution of stochastic differential equations, Ph.D. Thesis, Darmstadt University of Technology, Shaker Verlag, Aachen, 2003.
  • 11
    • 8344274262 scopus 로고    scopus 로고
    • Stochastic Taylor expansions for the expectation of functionals of diffusion processes
    • Rößler A. Stochastic Taylor expansions for the expectation of functionals of diffusion processes. Stochastic Anal. Appl. 22 6 (2004) 1553-1576
    • (2004) Stochastic Anal. Appl. , vol.22 , Issue.6 , pp. 1553-1576
    • Rößler, A.1
  • 12
    • 30444461217 scopus 로고    scopus 로고
    • Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations
    • Rößler A. Rooted tree analysis for order conditions of stochastic Runge-Kutta methods for the weak approximation of stochastic differential equations. Stochastic Anal. Appl. 24 1 (2006) 97-134
    • (2006) Stochastic Anal. Appl. , vol.24 , Issue.1 , pp. 97-134
    • Rößler, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.