Title of article :
Supplement: Efficient weak second order stochastic Runge–Kutta methods for non-commutative Stratonovich stochastic differential equations
Author/Authors :
Komori، نويسنده , , Yoshio and Burrage، نويسنده , , Kevin، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Pages :
4
From page :
5326
To page :
5329
Abstract :
This paper gives a modification of a class of stochastic Runge–Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.
Keywords :
‎order conditions‎ , Multiplicative noise , Weak approximation
Journal title :
Journal of Computational and Applied Mathematics
Serial Year :
2011
Journal title :
Journal of Computational and Applied Mathematics
Record number :
1556393
Link To Document :
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