Continuous stage stochastic Runge–Kutta methods
نویسندگان
چکیده
Abstract In this work, a version of continuous stage stochastic Runge–Kutta (CSSRK) methods is developed for differential equations (SDEs). First, general order theory these established by the B-series and multicolored rooted tree. Then proposed CSSRK are applied to three special kinds SDEs corresponding conditions derived. particular, single integrand with additive noise, we construct some specific high order. Moreover, it proved that help different numerical quadrature formulas, can generate (SRK) which have same Thus, efficient SRK induced. Finally, experiments presented demonstrate those theoretical results.
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ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2021
ISSN: ['1687-1839', '1687-1847']
DOI: https://doi.org/10.1186/s13662-021-03221-2