{
  "id": "1909.11629",
  "version": "v1",
  "published": "2019-09-25T17:24:08.000Z",
  "updated": "2019-09-25T17:24:08.000Z",
  "title": "Runge-Kutta Lawson schemes for stochastic differential equations",
  "authors": [
    "Kristian Debrabant",
    "Anne Kværnø",
    "Nicky Cordua Mattsson"
  ],
  "categories": [
    "math.NA",
    "cs.NA"
  ],
  "abstract": "In this paper, we present a framework to construct general stochastic Runge--Kutta Lawson schemes. We prove that the schemes inherit the consistency and convergence properties of the underlying Runge--Kutta scheme, and can have larger stability regions. Some numerical examples that verify these results are provided.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-09-25T17:24:08.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H35",
      "60H10",
      "65L20",
      "93E15"
    ],
    "keywords": [
      "stochastic differential equations",
      "construct general stochastic runge-kutta lawson",
      "general stochastic runge-kutta lawson schemes",
      "larger stability regions",
      "schemes inherit"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}