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Table 5 Absolute error of the expectation and variance of \(\pmb{Q_{n}}\) with \(\pmb{h=\frac{1}{20}}\)

From: Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise

t expectation variance
0.1 1.81855 × 10−9 5.03579 × 10−7
0.2 3.68255 × 10−9 3.92178 × 10−6
0.3 5.60162 × 10−9 1.28015 × 10−5
0.4 7.60549 × 10−9 2.92113 × 10−5
0.5 9.68700 × 10−9 5.46908 × 10−5
0.6 1.18932 × 10−8 9.02095 × 10−5
0.7 1.42378 × 10−8 1.36148 × 10−4
0.8 1.67180 × 10−8 1.92299 × 10−4
0.9 1.93713 × 10−8 2.57896 × 10−4
1 2.22230 × 10−8 3.31654 × 10−4