Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (Q512288)
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scientific article; zbMATH DE number 6688695
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| English | Stochastic Runge-Kutta Rosenbrock type methods for SDE systems |
scientific article; zbMATH DE number 6688695 |
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Stochastic Runge-Kutta Rosenbrock type methods for SDE systems (English)
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24 February 2017
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stochastic Runge-Kutta Rosenbrock-type methods
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stochastic differential equations
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stochastic B-series
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computational effort
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semi-implicit methods
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order conditions
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numerical examples
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0.856982409954071
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0.8557679653167725
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0.8505171537399292
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0.8497546315193176
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0.8456048965454102
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