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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...

Whakaahuatanga katoa

I tiakina i:
Ngā kaituhi matua: Xiuyan Li, Zhenyu Wang, Qiang Ma, Xiaohua Ding
Hōputu: Artigo
Reo:Inglês
I whakaputaina: MDPI AG 2023-01-01
Rangatū:Fractal and Fractional
Ngā marau:
stochastic differential equations
numerical analysis
conserved quantity
continuous-stage stochastic Runge–Kutta methods
stochastic B-series
Urunga tuihono:https://www.mdpi.com/2504-3110/7/1/83
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