Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations

نویسندگان

چکیده

In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving differential equations with conserved quantity. The order conditions the are given based on theory B-series and multicolored rooted tree. Sufficient preserving quantity derived in terms coefficients. Conservative mean square convergence 1 general equations, as well high single integrand constructed. Numerical experiments performed to verify property accuracy proposed longtime simulation.

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ژورنال

عنوان ژورنال: Fractal and fractional

سال: 2023

ISSN: ['2504-3110']

DOI: https://doi.org/10.3390/fractalfract7010083