Two-Stage Explicit Stochastic Rational Runge-Kutta Method for Solving Stochastic Ordinary Differential Equations
M. R. Odekunle, M. O. Egwurube, K. A. Joshua & A. O. Adesanya · Journal of Advances in Mathematics and Computer Science · 2015
This paper discussed the derivation of two-stage explicit Stochastic Rational Runge-Kutta (SRRK) methods for the solution of stochastic first order ordinary differential equations. The derivation is based on the use of Taylor series expansion for the deterministic and stochastic...