Time Discrete Approximation of Deterministic Differential Equations

  • Peter E. Kloeden
  • Eckhard Platen
Chapter
Part of the Applications of Mathematics book series (SMAP, volume 23)

Abstract

In this chapter we summarize the basic concepts and assertions of the numerical analysis of initial value problems for deterministic ordinary differential equations. The material is presented so as to facilitate generalizations to the stochastic setting and to highlight the differences between the deterministic and stochastic cases.

Keywords

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Bibliographical Notes

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Copyright information

© Springer-Verlag Berlin Heidelberg 1992

Authors and Affiliations

  • Peter E. Kloeden
    • 1
  • Eckhard Platen
    • 2
  1. 1.Fachbereich MathematikJohann Wolfgang Goethe-UniversitätFrankfurt am MainGermany
  2. 2.School of Mathematical Sciences and School of Finance & EconomicsUniversity of Technology, SydneyBroadwayAustralia

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