Aug 15, 2021 · We introduce a theory of two-step Runge-Kutta (TSRK) methods for stochastic differential equations, arising from the perturbation of the ...
Jan 8, 2021 · We introduce a theory of two-step Runge-Kutta (TSRK) methods for stochastic dif- ferential equations, arising from the perturbation of the ...
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Oct 22, 2024 · We propose explicit two-stage Runge-Kutta schemes of strong order one for solutions of stochastic differential equations driven by ...
Jul 13, 2024 · We introduce a theory of two-step Runge-Kutta (TSRK) methods for stochastic differential equations, arising from the perturbation of the corresponding TSRK ...
In mathematics of stochastic systems, the Runge–Kutta method is a technique for the approximate numerical solution of a stochastic differential equation.
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In this paper, the Ito-Taylor expansion of stochastic differential equation is briefly introduced. The colored rooted tree theory is applied to derive strong ...
We introduce a theory of two-step Runge-Kutta (TSRK) methods for stochastic differential equations, arising from the perturbation of the corresponding TSRK ...
Jan 12, 2023 · In this paper, we construct a two-stage truncated Runge–Kutta (TSRK2) method for highly nonlinear stochastic differential equations (SDEs) with non-global ...
Genetic programming has been implemented and its combination with the Runge–Kutta fourth order method (RK4) is implemented, and the produced mathematical ...
1 Introduction. In this paper we discuss numerical methods for computing strong solutions of stochastic differential equations (SDEs) of the Stratonovich type.