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In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory… Click to show full abstract
In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is applied to prove the order of some known methods, and it is shown how the number of order conditions can be reduced in some special cases, especially that the conditions for preserving quadratic invariants can be used as simplifying assumptions.
Keywords:
partitioned runge;
general order;
stochastic partitioned;
order;
order conditions;
runge kutta
Journal Title: BIT Numerical Mathematics
Year Published: 2017
Link to full text (if available)
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Journal Title: BIT Numerical Mathematics
Year Published: 2017
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!