General order conditions for stochastic partitioned Runge–Kutta methods
Journal article, Peer reviewed
Accepted version
Åpne
Permanent lenke
http://hdl.handle.net/11250/2476109Utgivelsesdato
2017Metadata
Vis full innførselSamlinger
- Institutt for matematiske fag [2531]
- Publikasjoner fra CRIStin - NTNU [38672]
Sammendrag
In this paper stochastic partitioned Runge–Kutta (SPRK) methods are considered. A general order theory for SPRK methods based on stochastic B-series and multicolored, multishaped rooted trees is developed. The theory is applied to prove the order of some known methods, and it is shown how the number of order conditions can be reduced in some special cases, especially that the conditions for preserving quadratic invariants can be used as simplifying assumptions.