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Three-stage stiffly accurate Runge-Kutta methods for stiff stochastic differential equations - MaRDI portal

Three-stage stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (Q2885955)

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scientific article; zbMATH DE number 6040795
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English
Three-stage stiffly accurate Runge-Kutta methods for stiff stochastic differential equations
scientific article; zbMATH DE number 6040795

    Statements

    1 June 2012
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    stochastic differential equation
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    Runge-Kutta method
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    stability
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    stiff accuracy
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    Three-stage stiffly accurate Runge-Kutta methods for stiff stochastic differential equations (English)
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