General order conditions for stochastic partitioned Runge–Kutta methods
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software
Link
http://link.springer.com/article/10.1007/s10543-017-0693-6/fulltext.html
Reference29 articles.
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3. Anmarkrud, S., Kværnø, A.: Order conditions for stochastic Runge–Kutta methods preserving quadratic invariants of Stratonovich SDEs. J. Comput. Appl. Math. 316, 40–46 (2017). https://doi.org/10.1016/j.cam.2016.08.042
4. Burrage, K., Burrage, P.M.: High strong order explicit Runge–Kutta methods for stochastic ordinary differential equations. Appl. Numer. Math. 22(1–3), 81–101 (1996). https://doi.org/10.1016/S0168-9274(96)00027-X . (Special issue celebrating the centenary of Runge–Kutta methods)
5. Burrage, K., Burrage, P.M.: Order conditions of stochastic Runge–Kutta methods by $$B$$ B -series. SIAM J. Numer. Anal. 38(5), 1626–1646 (2000). https://doi.org/10.1137/S0036142999363206
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