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Steven J. Ruuth, Raymond J. Spiteri, High-Order Strong-Stability-Preserving Runge-Kutta Methods with Downwind-Biased Spatial Discretizations, SIAM Journal on Numerical Analysis, Vol. 42, No. 3 (2005), ...
In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the ...