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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Autori principali:	Xiuyan Li, Zhenyu Wang, Qiang Ma, Xiaohua Ding
Natura:	Artigo
Lingua:	Inglês
Pubblicazione:	MDPI AG 2023-01-01
Serie:	Fractal and Fractional
Soggetti:	stochastic differential equations numerical analysis conserved quantity continuous-stage stochastic Runge–Kutta methods stochastic B-series
Accesso online:	https://www.mdpi.com/2504-3110/7/1/83
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