In this paper we prove that for a stochastic Runge–Kutta method, the conditions for preserving quadratic invariants work as simplifying assumptions. For such methods, the method coefficients only have to satisfy one condition for each unrooted tree. This is a generalization of the result obtained for deterministic Runge–Kutta methods by Sanz-Serna and Abia in 1991
The aim of the present paper is to give the tractable way of seeking weak order conditions of a stoc...
We show that applying any deterministic B-series method of order pdwith a random step size to single...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...
In this paper we consider stochastic Runge-Kutta methods and expand some results from the determinis...
In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theo...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochasti...
The paper is focused on analyzing the linear stability properties of stochastic Runge–Kutta (SRK) me...
In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta method...
We discuss stochastic differential equations with a stiff linear part and their approximation by sto...
A new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativity condi...
The aim of the present paper is to give a tractable way of seeking weak order conditions of a stocha...
AbstractA class of explicit stochastic Runge–Kutta (SRK) methods for Stratonovich stochastic differe...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativi...
The aim of the present paper is to give the tractable way of seeking weak order conditions of a stoc...
We show that applying any deterministic B-series method of order pdwith a random step size to single...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...
In this paper we consider stochastic Runge-Kutta methods and expand some results from the determinis...
In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theo...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
In many modeling situations in which parameter values can only be estimated or are subject to noise,...
In Burrage and Burrage [1] it was shown that by introducing a very general formulation for stochasti...
The paper is focused on analyzing the linear stability properties of stochastic Runge–Kutta (SRK) me...
In this paper, we develop a new class of conservative continuous-stage stochastic Runge–Kutta method...
We discuss stochastic differential equations with a stiff linear part and their approximation by sto...
A new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativity condi...
The aim of the present paper is to give a tractable way of seeking weak order conditions of a stocha...
AbstractA class of explicit stochastic Runge–Kutta (SRK) methods for Stratonovich stochastic differe...
AbstractA new explicit stochastic Runge–Kutta scheme of weak order 2 is proposed under a commutativi...
The aim of the present paper is to give the tractable way of seeking weak order conditions of a stoc...
We show that applying any deterministic B-series method of order pdwith a random step size to single...
A new explicit stochastic Runge--Kutta scheme of weak order 2 is proposed for non-commutative stocha...