Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4642492 | Journal of Computational and Applied Mathematics | 2007 | 12 Pages |
Abstract
Rooted tree analysis is adapted from stochastic differential equations to derive systematically general Runge–Kutta methods for deterministic affinely controlled nonlinear systems. Order conditions are found and some specific coefficients for second- and third-order methods are determined, which are then used for simulations compared with the Taylor methods for affinely controlled nonlinear systems derived by Grüne and Kloeden.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Peter E. Kloeden, Andreas Rößler,