A four-stage semi-implicit stochastic Runge-Kutta method
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bi-colored rooted methodmean-square stabilitynumerical resultsRunge-Kutta methodStratonovich stochastic differential equations
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
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