Conservative Continuous-Stage Stochastic Runge–Kutta Methods for Stochastic Differential Equations
In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta methods for solving stochastic differential equations with a conserved quantity. The order conditions of the continuous-stage stochastic Runge–Kutta methods are given based on the theory of stochastic B-ser...
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| 主要な著者: | , , , |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
MDPI AG
2023-01-01
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| シリーズ: | Fractal and Fractional |
| 主題: | |
| オンライン･アクセス: | https://www.mdpi.com/2504-3110/7/1/83 |
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