SRK2W1#
- class brainpy.integrators.sde.SRK2W1(f, g, dt=None, name=None, show_code=False, var_type=None, intg_type=None, wiener_type=None, state_delays=None)[source]#
Order 1.5 Strong SRK Methods for SDEs with Scalar Noise.
This method has have strong orders \((p_d, p_s) = (3.0,1.5)\).
The Butcher table is:
\[\begin{split}\begin{array}{c|cccc|cccc|ccc|} 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & & & & \\ 1 & 1 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & & & & \\ 1 / 2 & 1 / 4 & 1 / 4 & 0 & 0 & 1 & 1 / 2 & 0 & 0 & & & & \\ 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & & & & \\ \hline 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & 0 & & & & \\ 1 / 4 & 1 / 4 & 0 & 0 & 0 & -1 / 2 & 0 & 0 & 0 & & & & \\ 1 & 1 & 0 & 0 & 0 & 1 & 0 & 0 & 0 & & & & \\ 1 / 4 & 0 & 0 & 1 / 4 & 0 & 2 & -1 & 1 / 2 & 0 & & & & \\ \hline & 1 / 6 & 1 / 6 & 2 / 3 & 0 & -1 & 4 / 3 & 2 / 3 & 0 & -1 & -4 / 3 & 1 / 3 & 0 \\ \hline & & & & &2 & -4 / 3 & -2 / 3 & 0 & -2 & 5 / 3 & -2 / 3 & 1 \end{array}\end{split}\]References