Volume 58, pp. 101-114, 2023.
A note on the probabilistic stability of randomized Taylor schemes
Tomasz Bochacik
Abstract
We study the stability of randomized Taylor schemes for ODEs. We consider three notions of probabilistic stability: asymptotic stability, mean-square stability, and stability in probability. We prove fundamental properties of the probabilistic stability regions and benchmark them against the absolute stability regions for deterministic Taylor schemes.
Full Text (PDF) [502 KB], BibTeX
Key words
randomized Taylor schemes, mean-square stability, asymptotic stability, stability in probability
AMS subject classifications
65C05, 65L05, 65L20
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