مشخصات پژوهش

The paper aims to obtain the convergence and mean-square (M.S.) stability analysis of the 1.5 strong-order stochastic Runge–Kutta (SRK) methods for the Itoˆ multi-dimensional stochastic linear scalar with one-dimensional noise term and additive test differential equations. The stabilityregion of the proposedmethods is compared to other SRKmethods in Rößler(SIAM J Numer Anal 48(3):922–952, 2010). The proposed methods are used to increase the efficiency of the existing methods and to reduce the computational complexity when compared with the other existing SRK methods. Through numerical experiments, the convergence and M.S. stability of the 1.5 strong-order SRK methods show that the proposed methods are more efficient than the existing SRK methods.