Runge–Kutta method (SDE) (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Runge–Kutta method (SDE)" in English language version.

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69^th place

59^th place

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arxiv.org (Global: 69^th place; English: 59^th place)

Roberts, A. J. (Oct 2012). "Modify the Improved Euler scheme to integrate stochastic differential equations". arXiv:1210.0933 [math.NA].
Rackauckas, Christopher; Nie, Qing (2018). "Stability-optimized high order methods and stiffness detection for pathwise stiff stochastic differential equations". arXiv:1804.04344 [math.NA].

Rößler, A. (2009). "Second Order Runge–Kutta Methods for Itô Stochastic Differential Equations". SIAM Journal on Numerical Analysis. 47 (3): 1713–1738. doi:10.1137/060673308.
Rößler, A. (2010). "Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations". SIAM Journal on Numerical Analysis. 48 (3): 922–952. doi:10.1137/09076636X.
Komori, Y. (2007). "Multi-colored rooted tree analysis of the weak order conditions of a stochastic Runge–Kutta family". Applied Numerical Mathematics. 57 (2): 147–165. doi:10.1016/j.apnum.2006.02.002. S2CID 49220399.
Komori, Y. (2007). "Weak order stochastic Runge–Kutta methods for commutative stochastic differential equations". Journal of Computational and Applied Mathematics. 203: 57–79. doi:10.1016/j.cam.2006.03.010.
Komori, Y. (2007). "Weak second-order stochastic Runge–Kutta methods for non-commutative stochastic differential equations". Journal of Computational and Applied Mathematics. 206: 158–173. doi:10.1016/j.cam.2006.06.006.
Rackauckas, Christopher; Nie, Qing (2017). "Adaptive methods for stochastic differential equations via natural embeddings and rejection sampling with memory". Discrete and Continuous Dynamical Systems - Series B. 22 (7): 2731–2761. doi:10.3934/dcdsb.2017133. PMC 5844583. PMID 29527134.