Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4639976 | Journal of Computational and Applied Mathematics | 2011 | 4 Pages |
Abstract
This paper gives a modification of a class of stochastic Runge-Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Yoshio Komori, Kevin Burrage,