On a Class of Stochastic Runge Kutta Methods

نویسنده

  • Anna Napoli
چکیده

For the numerical solution of stochastic differential equations explicit economical three-stage Runge-Kutta schemes of weak second order have been proposed in a previous work. Here numerical stability of these methods is studied and some examples are presented to support the theoretical results. Mathematics Subject Classification: 60H10

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تاریخ انتشار 2012