Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 4 The endpoint average sample errors of method (6.2)–(6.7) for solving (6.1)

From: Continuous stage stochastic Runge–Kutta methods

h	2⁻⁵	2⁻⁶	2⁻⁷	2⁻⁸	2⁻⁹
method (6.2)	0.08955355	0.04394097	0.02231704	0.01162317	0.00584895
method (6.3)	0.08332414	0.04070979	0.02018808	0.01008743	0.00503145
method (6.4)	0.00981554	0.00459343	0.00228241	0.00116797	0.00058433
method (6.5)	0.06090075	0.03099001	0.01557490	0.00777261	0.00389402
method (6.6)	0.07178380	0.03655633	0.01846776	0.00928875	0.00465286
method (6.7)	0.04287447	0.02123069	0.01053777	0.00526784	0.00263307

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