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Stability analysis for numerical methods applied to systems of SODEs

Friday 2nd July 2010 - 09:20 to 10:10
INI Seminar Room 1
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.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons