IEEE - Institute of Electrical and Electronics Engineers, Inc. - Two Four-Stage Semi-Implicit Stochastic Runge-Kutta Methods

2018 11th International Symposium on Computational Intelligence and Design (ISCID)

Author(s): Gangfeng Yan
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2018
Conference Location: Hangzhou, China, China
Conference Date: 8 December 2018
Volume: 02
Page(s): 324 - 327
ISBN (Electronic): 978-1-5386-8527-3
ISSN (Electronic): 2473-3547
DOI: 10.1109/ISCID.2018.10175
Regular:

In this paper, according to colored rooted tree theory, two four-stage semi-implicit stochastic Runge-Kutta methods with strong order 1.5 are presented for the solution of Stratonovich stochastic... View More

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