Stability analysis for numerical methods applied to systems of SODEs
Seminar Room 1, Newton Institute
An important issue arising in the analysis of numerical methods for approximating the solution of a differential equation is concerned with the ability of the methods to preserve the asymptotic properties of equilibria. For stochastic ordinary differential equations and numerical methods applied to them investigations in this direction have mainly focussed on studying scalar test equations so far. In this talk I will give an overview over recently obtained stability results for systems of SODEs and several types of methods.