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Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise

Mohsen Avaji, A. Jodayree Akbarfam, Amir Haghighi. Stability analysis of high order Runge-Kutta methods for index 1 stochastic differential-algebraic equations with scalar noise. Applied Mathematics and Computation, 362, 2019. [doi]

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