本文针对一般的It随机微分方程,应用彩色树理论构造了两类稳定性较好的强1阶半隐式Runge-Kutta(RK)方法,数值实验证明了所得方法的精度和有效性.
In this paper, two classes of semi-implicit Runge-Kutta methods with strong order 1 are presented for the strong solution of Ito stochastic differential equations. These methods have very large stability regions ,and the validity is testified in numerical test.