A new class of stochastic Runge–Kutta methods for the weak approximation of the solution
of Itô stochastic differential equation systems with a multidimensional Wiener process is …

Inspired by recent advances in the theory of modified differential equations, we propose a
new methodology for constructing numerical integrators with high weak order for the time …

We theoretically and numerically investigate a two-dimensional O (2) model where an order
parameter is convected by shear flow. We show that a long-range phase order emerges in …

As a result of the application of a technique of multistep processes stochastic models
construction the range of models, implemented as a self-consistent differential equations …

In recent years, implicit stochastic Runge–Kutta (SRK) methods have been developed both
for strong and weak approximations. For these methods, the stage values are only given …

The article proposes mathematical models of the stochastic dynamics of the single-factor
manufacturing enterprises development through internal and external investments. Balance …

Recently, a new class of second order Runge–Kutta methods for Itô stochastic differential
equations with a multidimensional Wiener process was introduced by Rößler [A. Rößler …

It is assumed that the introduction of stochastic in mathematical model makes it more
adequate. But there is virtually no methods of coordinated (depended on structure of the …

Предложены математические модели стохастической динамики развития
однофакторных производственных предприятий за счет внутренних и внешних …

The models of peer to peer protocols are presented with the help of one-step processes. On
the basis of this presentation and the method of randomization of one-step processes, it is …