A contractivity theory of Runge—Kutta methods for stiff nonlinear Volterra functional differential equations (VFDEs) is established, by means of which a family of high order contractive Runge—Kutta ...
I've spent the last few hours looking for an ODE solver that I can use for my course assignments. I basically need to be able to input the systems of equations and then, for different initial ...
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 ...