Variable order two steps Runge-Kutta method for solving stochastic ordinary differential equation

الملخص EN

In this paper, the variable order method in connection with two steps Runge-Kutta method for solving stochastic ordinary differential equations have been proposed in order to improve the accuracy of the obtained results by increasing the order of convergence of the numerical schemes.

The proposed approach has been introduced for Stratonovich type stochastic differential equation.