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Theory and Modern Applications

Table 2 Multicolored rooted trees for (5.1a)–(5.1b) with order less than or equal to 2.0

From: Continuous stage stochastic Runge–Kutta methods

No.

t

ρ(t)

ϕ(t)

φ(t)

1

\(\bullet _{i}\)

0.5

\(J_{i}\)

\(\int _{0}^{1}J_{i}B_{\tau}^{(1)}\,\mathrm{d}\tau +\int _{0}^{1}\frac{J_{i0}}{h}B_{\tau}^{(2)}\,\mathrm{d}\tau \)

2

0

1

\(J_{0}\)

\(\int _{0}^{1} h B_{\tau}^{(0)}\,\mathrm{d}\tau \)

3

1.5

\(\int _{0}^{h}s\circ \mathrm{d}W_{i}(s)\)

\(\int _{0}^{1}hB_{\tau}^{(0)} ( \int _{0}^{1}J_{i}A_{\tau ,\xi}^{(1)}\,\mathrm{d}\xi + \int _{0}^{1} \frac{J_{i0}}{h}A_{\tau ,\xi}^{(2)}\,\mathrm{d}\xi )\,\mathrm{d}\tau \)

4

2

\(\int _{0}^{1}s\,\mathrm{d}s\)

\(\int _{0}^{1}hB_{\tau}^{(0)} \int _{0}^{1}hA_{\tau ,\xi}^{(0)}\,\mathrm{d}\xi \,\mathrm{d}\tau \)

5

2

\(\int _{0}^{h}W_{i}(s)W_{j}(s)\,\mathrm{d}s\)

\(\int _{0}^{1}hB_{\tau}^{(0)} ( \int _{0}^{1}J_{i}A_{\tau ,\xi}^{(1)}\,\mathrm{d}\xi +\int _{0}^{1} \frac{J_{i0}}{h}A_{\tau ,\xi}^{(2)}\,\mathrm{d}\tau ) ( \int _{0}^{1}J_{j}A_{\tau ,\xi}^{(1)}\,\mathrm{d}\xi + \int _{0}^{1} \frac{J_{j0}}{h}A_{\tau ,\xi}^{(2)}\,\mathrm{d}\tau )\,\mathrm{d}\tau \)

6

2

\(\int _{0}^{h}W_{i}(s)^{2}\,\mathrm{d}s\)

\(\int _{0}^{1}hB_{\tau}^{(0)} ( \int _{0}^{1}J_{i}A_{\tau ,\xi}^{(1)}\,\mathrm{d}\xi + \int _{0}^{1} \frac{J_{i0}}{h}A_{\tau ,\xi}^{(2)}\,\mathrm{d}\xi )^{2}\,\mathrm{d}\tau \)