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]

Authors

Vincenzo Citro

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Raffaele D'Ambrosio

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Stefano Di Giovacchino

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