Research Management System دانشگاه شهید مدنی آذربایجان | Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge–Kutta methods for a class of stochastic differential equations

Title	Mean-square stability of 1.5 strong convergence orders of diagonally drift Runge–Kutta methods for a class of stochastic differential equations
Type of Research	Article
Keywords	Mean-square stability · Additive and scalar stochastic differential equations · Stochastic Runge–Kutta method · 1.5 strong convergence orders
Abstract	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.
Researchers	Shahmoradi (First Researcher)، Davood Ahmadian (Second Researcher)، Mojtaba Ranjbar (Third Researcher)

Research Specifications