Multi-dimensional linear stability analysis of S-ROCK methods for Ito^ stochastic differential equations

2012 ◽  
Author(s):  
Yoshio Komori ◽  
Kevin Burrage
Author(s):  
M. O. Ogunniran ◽  
O. A. Tayo ◽  
Y. Haruna ◽  
A. F. Adebisi

Runge-Kutta methods are efficient methods of computations in differential equations, the classical Runge-Kutta method of order 4 happens to be the most popular of these methods, and most times it is attached to the mind when Runge-Kutta methods are mentioned. However, there are numerous forms of them existing in lower and higher orders of the classical method. This work investigates the linear stabilities and abilities of some selected explicit members of these Runge-Kutta methods in integrating the singular Lane-Emden differential equations. The results obtained established the ability of the classical Runge-Kutta method and why is mostly used in computations.


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