A new class of stochastic Runge–Kutta methods for the weak approximation of the solution of Itô stochastic differential equation systems with a multidimensional Wiener process is introduced. As the ...

SIAM Journal on Numerical Analysis, Vol. 43, No. 3 (2006), pp. 924-948 (25 pages) Over the last few years a great effort has been made to develop monotone high order explicit Runge-Kutta methods by ...

I've spent the last few hours looking for an ODE solver that I can use for my course assignments. I basically need to be able to input the systems of equations and then, for different initial ...