Skip to main content

Theory and Modern Applications

Table 3 Colored rooted tree for (5.8) with order equal to 2.5

From: Continuous stage stochastic Runge–Kutta methods

No.

t

ρ(t)

ϕ(t)

φ(t)

7

\(\bullet _{i}\)

2.5

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

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

8

0

2.5

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

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