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Order conditions for the stochastic Runge–Kutta methods assuring weak convergence with order two are calculated by applying the colored rooted tree analysis due to the author. Further, some ...
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 ...