Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...
This is a preview. Log in through your library . Abstract No Runge–Kutta method can be energy preserving for all Hamiltonian systems. But for problems in which the Hamiltonian is a polynomial, the ...
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