Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations - researchr publication

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Yoshio Komori, Kevin Burrage. Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations. J. Computational Applied Mathematics, 235(17):5326-5329, 2011. [doi]

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