Theory and Modern Applications
From: Continuous stage stochastic Runge–Kutta methods
h
2−5
2−6
2−7
2−8
2−9
method (4.6)
0.00810481
0.00205308
0.00050988
0.00012790
0.00003198
method (6.9)
0.00005789
0.00001095
0.00000244
0.00000056
0.00000013