Skip to main content
Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 6 The endpoint average sample errors of method (6.11) and (6.12) for solving (6.10)

From: Continuous stage stochastic Runge–Kutta methods

h

2−5

2−6

2−7

2−8

2−9

method (6.11)

0.02533476

0.00624569

0.00151650

0.00040765

0.00012035

method (6.12)

0.03889943

0.00976329

0.00241310

0.00060665

0.00015058

Back to article page