| Diagonally drift balanced stochastic Runge–Kutta methods of second-order for stochastic differential system of equations |
| کد مقاله : 1023-FEMATH7 |
| نویسندگان |
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وضحه رحیمی * ریاضی کاربردی- تبریز |
| چکیده مقاله |
| In this paper, we investigate the mean square stability analysis of the second order balanced stochastic Runge–Kutta methods for scalar (BSRKMS) stochastic differential equations. for which we design a three-stages Butcher table so that it condition for weak convergence of the second-order Runge-Kutta applies. Using the spectral radius of the matrix S, we plot the convergence region when x → −∞ and y → 0. The control function improves the stability conditions. We obtain the stability region with and without control function, we also draw the stability region for different control functions. Keywords: Scalar stochastic differential equations, Balanced stochastic Runge–Kutta methods, Mean-square stability, Control functions for numerical schemes. |
| کلیدواژه ها |
| Scalar stochastic differential equations, Balanced stochastic Runge–Kutta methods, Mean-square stability, Control functions for numerical schemes. |
| وضعیت: پذیرفته شده برای ارائه شفاهی |