Weak second order S-ROCK methods for Stratonovich stochastic differential equations (Q413734)
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scientific article; zbMATH DE number 6031332
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| English | Weak second order S-ROCK methods for Stratonovich stochastic differential equations |
scientific article; zbMATH DE number 6031332 |
Statements
Weak second order S-ROCK methods for Stratonovich stochastic differential equations (English)
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7 May 2012
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explicit method
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mean square stability
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stochastic orthogonal Runge-Kutta Chebyshev method
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0.9389246
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0.9212738
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0.9093309
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0.9050925
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0.9040239
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0.9039688
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0.90395945
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0.89668536
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