Low-storage Runge-Kutta methods for stochastic differential equations (Q947741)
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scientific article; zbMATH DE number 5349247
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| English | Low-storage Runge-Kutta methods for stochastic differential equations |
scientific article; zbMATH DE number 5349247 |
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Low-storage Runge-Kutta methods for stochastic differential equations (English)
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7 October 2008
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noncommutative systems of stochastic differential equations
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Runge-Kutta methods
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low-storage
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numerical results
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0.8433034420013428
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0.8403134346008301
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0.8357988595962524
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0.8310860395431519
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