https://github.com/rmsrosa/rode_convergence_euler

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_convergence_euler

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

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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_convergence_euler
• Owner: rmsrosa
• License: other
• Created: 2022-09-11T10:02:47.000Z (over 2 years ago)
• Default Branch: main
• Last Pushed: 2024-11-14T22:06:49.000Z (about 1 month ago)
• Last Synced: 2024-11-14T22:30:21.287Z (about 1 month 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: 153 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_convergence_euler/actions/workflows/ci.yml/badge.svg) ![Documentation Workflow Status](https://github.com/rmsrosa/rode_convergence_euler/workflows/Documentation/badge.svg) [![Docs](https://img.shields.io/badge/docs-main-orange.svg)](https://rmsrosa.github.io/rode_convergence_euler/) ![GitHub repo size](https://img.shields.io/github/repo-size/rmsrosa/rode_convergence_euler)

This is a companion repository, with all the code for the simulations presented in the article "Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises", by Peter E. Kloeden and Ricardo M. S. Rosa.

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

For reproducing the examples appearing in the paper, you can run the code locally by following the instructions in the [docs/README.md](docs/README.md) file.