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Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods - MaRDI portal

Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods (Q6130121)

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scientific article; zbMATH DE number 7834004
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Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods
scientific article; zbMATH DE number 7834004

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    Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods (English)
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    18 April 2024
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    second-order
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    stochastic Runge-Kutta method
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    mean-square stability
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    Butcher table
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