SIAM Journal on Numerical Analysis, Vol. 27, No. 3 (Jun., 1990), pp. 753-761 (9 pages) A special class of implicit Runge-Kutta methods is developed for the numerical solution of stiff initial value ...
In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the ...
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