Variable Order Two Steps Runge – Kutta Method for Solving Stochastic Ordinary Differential Equation | ||
| basrah journal of science | ||
| Article 7, Volume 34, Issue 3, December 2016, Pages 64-73 PDF (0 K) | ||
| Authors | ||
| and Mustafa M. Subhi; Fadhel S. Fadhel | ||
| Abstract | ||
| In this paper, the variable order method in connection with two steps Runge – Kutta method for solving stochastic ordinary differential equations have been proposed in order to improve the accuracy of the obtained results by increasing the order of convergence of the numerical schemes. The proposed approach has been introduced for Stratonovich type stochastic differential equation. | ||
| Keywords | ||
| Stochastic Ordinary Differential Equations; Stochastic Runge; Variable Order Method | ||
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