Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods

Vaz'he Rahimi, Davood Ahmadian, Luca Vincenzo Ballestra. Construction and mean-square stability analysis of a new family of stochastic Runge-Kutta methods. Applied Mathematics and Computation, 470:128570, 2024. [doi]

Authors

Vaz'he Rahimi

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Davood Ahmadian

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Luca Vincenzo Ballestra

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