A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations

Vincenzo Citro, Raffaele D'Ambrosio, Stefano Di Giovacchino. A-stability preserving perturbation of Runge-Kutta methods for stochastic differential equations. Appl. Math. Lett., 102:106098, 2020. [doi]

Abstract

Abstract is missing.