A note on the probabilistic stability of randomized Taylor schemes

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.

References in corpus (1)

• On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients

Cited by in corpus (1)

• Convergence and stability of randomized implicit two-stage Runge-Kutta schemes