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. 26, No. 2 (Apr., 1989), pp. 414-429 (16 pages) Implicit Runge-Kutta-Nyström (RKN) methods are constructed for the integration of second-order differential ...
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 ...
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