English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

A strategy for controlling the stepsize in the numerical integration of stochastic differential equations (SDEs) is presented. It is based on estimating the pth mean of local errors. The strategy leads to stepsize sequences that are identical for all computed paths. For the family of Euler schemes for SDEs with small noise, we derive computable estimates for the dominating term of the pth mean of local errors and show that the strategy becomes efficient for reasonable stepsizes. Numerical experience is reported for test examples including scalar SDEs and a stochastic circuit model.

Stepsize Control for Mean-Square Numerical Methods for Stochastic Differential Equations with Small Noise