Stabilization of stochastic Runge-Kutta methods by TASE operators

DOI10.1016/J.CNSNS.2026.109883MaRDI QIDQ7306722zbMATH OpenFDO

Authors Dajana Conte, Raffaele D'Ambrosio, Alessia Montano, Beatrice Paternoster

Publication date 31 July 2026

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CNSNS.2026.109883

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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