Semi-implicit split-step numerical methods for a class of nonlinear stochastic differential equations with non-Lipschitz drift terms

Keyphrases

• Numerical Methods 100%
• Numerical Solution 100%
• Semi-implicit 100%
• Drift Term 100%
• Split-step 100%
• Nonlinear Stochastic Differential Equations 100%
• Leonhard Euler 100%
• Non-Lipschitz Drift 100%
• Convergence Rate 50%
• Parameter Values 50%
• Computational Cost 50%
• Split-step Method 50%
• Moment Estimation 50%
• Convergence Property 50%
• Ginzburg-Landau Equation 50%
• Strong Convergence 50%
• Implicit Euler Method 50%
• Monotonicity Condition 50%

Mathematics

• Drift Term 100%
• Stochastic Differential Equation 100%
• Numerical Solution 100%
• Numerical Methods 100%
• Stochastics 50%
• Step Method 50%
• Moment Estimate 50%
• Convergence Property 50%
• Strong Convergence 50%
• Computational Cost 50%
• Step Procedure 50%