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Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 1 The endpoint sample average errors with different methods for solving (6.3)

From: Structure-preserving stochastic Runge–Kutta–Nyström methods for nonlinear second-order stochastic differential equations with multiplicative noise

h

2−6

2−5

2−4

2−3

2−2

Euler–Maruyama method

0.006045

0.012637

0.026067

0.055347

0.114554

Method (6.1)

0.005849

0.011716

0.023938

0.050019

0.100891

Method (5.2)

0.002994

0.005797

0.012258

0.025294

0.050416

Method (5.5)

0.002999

0.005796

0.012323

0.024972

0.049639

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