@article{oai:kyutech.repo.nii.ac.jp:00006793,
 author = {Burrage,  Kevin and Komori, Yoshio and 小守, 良雄},
 journal = {AIP Conference Proceedings},
 month = {Sep},
 note = {Our aim is to derive explicit Runge‐Kutta schemes for Stratonovich stochastic differential equations with a multidimensional Wiener process, which are of weak order 2 and which have large stability regions. This has been achieved by the use of a technique in Chebyshev methods for ordinary differential equations. In this talk, large stability regions of our schemes will be shown. Concerning convergence order and stability properties, the schemes will be tested in numerical experiments., ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics 2010, 19–25 September, 2010, Rhodes, Greece},
 pages = {2057--2060},
 title = {Explicit stochastic Runge-Kutta methods with large stability regions},
 volume = {1281},
 year = {2010},
 yomi = {コモリ, ヨシオ}
}