对于大多数的工程实际问题,一般都是采用确定性微分方程来描述和研究的.然而在工程实际中,含有随机因素是不可避免的.如果仍然采用确定性微分方程来研究,那么只有对相应的微分方程进行摄动,或者其它的近似方法来分析.要想更加准确地研究含随机现象的工程实际问题,还是要对建立的确定性模型引入随机项,进而建立相应的随机微分方程,并进行求解.但是除了极少数类型的线性方程可以得到解析解,绝大多数的随机微分方程都很难得到解析结果.因此研究有效的数值方法来求解随机微分方程具有重要的实际意义.
In this paper, a four-stage semi-implicit Runge-Kutta method with strong order 1.5 is presented for the strong solution of Stratonovich stochastic differential equations. That is got by using hi-colored rooted methods. The meansquare stability properties and computation precision of the method are discussed. The stability properties and numerical results are better than that of equivalence order explicit method, which indicates that the method has very strong utility vahle.