Skip to main content

Theory and Modern Applications

Table 3 Mean-square errors of the numerical values for ( 5.2 ) and ( 5.3 ), \(\pmb{u=80}\) , \(\pmb{v=1}\)

From: An improved Milstein method for stiff stochastic differential equations

h

\(\boldsymbol {h=2^{-3}}\)

\(\boldsymbol {h=2^{-4}}\)

\(\boldsymbol {h=2^{-5}}\)

\(\boldsymbol {h=2^{-6}}\)

IM

0.1232

0.0616

0.0318

0.0164

Milstein

8.497e+009

9.307e+014

9.481e+018

1.141e+011