Supplement: Efficient weak second order stochastic Runge-Kutta methods for non-commutative Stratonovich stochastic differential equations |
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| Authors: | Yoshio Komori Kevin Burrage |
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| Affiliation: | a Department of Systems Design and Informatics, Kyushu Institute of Technology, Iizuka 820-8502, Japanb Oxford University Computing Laboratory, Wolfson Building, Parks Road, Oxford, UK |
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| 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. |
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| Keywords: | 60H10 65L05 65L06 |
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