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Table 4 Numerical Heun convergence rates, based on step sizes \(2^{-\tilde{n}}, \tilde{n} \in \{4,\ldots ,10\}\)

From: The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate

Initial values 0 1 1.2 1.25 1.4 2
elementary_minus34 1.15 0.42 0.38 0.38 0.41 0.40
elementary4minus3 0.77 0.77 0.77 0.77 0.77 0.77