General order conditions for stochastic partitioned Runge–Kutta methods
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DOI: 10.1007/s10543-017-0693-6
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… read more here.
Keywords: partitioned runge; general order; stochastic partitioned; order ... See more keywords