Stability Analysis of 4-Stage Stochastic Runge-Kutta Method (SRK4) and Specific Stochastic Runge-Kutta Method (SRKS1.5) for Stochastic Differential Equations
Noor Amalina Nisa Ariffin, Norhayati Rosli, Abdul Rahman Mohd Kasim
Abstract
Noor Amalina Nisa Ariffin, Norhayati Rosli, Abdul Rahman Mohd Kasim
Abstract
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Key concepts: Runge–Kutta methods, Stochastic differential equation, Runge–Kutta method, Mathematics, Mean square, Stability (learning theory), Applied mathematics, Mathematical analysis