An explicit two-stage truncated Runge-Kutta method for nonlinear stochastic differential equations

DOI10.1007/s40096-023-00508-1zbMath1547.65013MaRDI QIDQ6607406

Amir Haghighi

Publication date: 18 September 2024

Published in: Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

asymptotic stabilityRunge-Kutta methodnonlinear stochastic differential equationstruncated methods

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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