https://github.com/rmsrosa/rode_conv_em

Companion notes with the numerics for the article on "Improved error estimates for the order of convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises" by Peter E. Kloeden and Ricardo M. S. Rosa
https://github.com/rmsrosa/rode_conv_em

euler-method fractional-brownian-motion ito-noise jump-discontinuous-noise random-ordinary-differential-equations semi-martingale strong-convergence-order

Last synced: 2 months ago
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Companion notes with the numerics for the article on "Improved error estimates for the order of convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises" by Peter E. Kloeden and Ricardo M. S. Rosa

• Host: GitHub
• URL: https://github.com/rmsrosa/rode_conv_em
• Owner: rmsrosa
• License: other
• Created: 2022-09-11T10:02:47.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2024-05-18T23:14:00.000Z (7 months ago)
• Last Synced: 2024-05-19T23:29:24.196Z (7 months ago)
• Topics: euler-method, fractional-brownian-motion, ito-noise, jump-discontinuous-noise, random-ordinary-differential-equations, semi-martingale, strong-convergence-order
• Language: TeX
• Homepage: https://rmsrosa.github.io/rode_conv_em/
• Size: 115 MB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Numerical examples of strong order of convergence of the Euler method for random ordinary differential equations

![Main Tests Workflow Status](https://github.com/rmsrosa/rode_conv_em/workflows/CI/badge.svg) ![Documentation Workflow Status](https://github.com/rmsrosa/rode_conv_em/workflows/Documentation/badge.svg) [![Docs](https://img.shields.io/badge/docs-main-orange.svg)](https://rmsrosa.github.io/rode_conv_em/) ![GitHub repo size](https://img.shields.io/github/repo-size/rmsrosa/rode_conv_em)

This is a companion repository, with all the code for the simulations presented in the article "Improved error estimate for the order of strong convergence of the Euler method for random ordinary differential equations", by Peter E. Kloeden and Ricardo M. S. Rosa.

Just check the [Documentation](https://rmsrosa.github.io/rode_conv_em/).