Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods

DOI10.1016/J.AMC.2024.128570OpenAlexW4391303731MaRDI QIDQ6130121FDOQ6130121

Authors: Vaz'he Rahimi, D. Ahmadian, Luca Vincenzo Ballestra 

Publication date: 18 April 2024

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2024.128570

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zbMATH Keywords

mean-square stabilitysecond-orderstochastic Runge-Kutta methodButcher table

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Numerical analysis (65-XX)

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