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Theory and Modern Applications

Table 2 Computational error at endpoint \(T = 1\) for Example 5.2

From: Numerical solution of stochastic state-dependent delay differential equations: convergence and stability

stepsize

2−5

2−6

2−7

2−8

\({\epsilon _{T}}\)

0.0917

0.0590

0.0394

0.0266