A note on the probabilistic stability of randomized Taylor schemes
Numerical Analysis
2023-10-26 v2 Numerical Analysis
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.
Cite
@article{arxiv.2205.10908,
title = {A note on the probabilistic stability of randomized Taylor schemes},
author = {Tomasz Bochacik},
journal= {arXiv preprint arXiv:2205.10908},
year = {2023}
}