definition: Technique for the second order approximate numerical solution of a systems of stochastic differential equations (SDEs). The method is a generalisation of the Runge-Kutta method for ordinary differential equations to stochastic differential equations.
name: Stochastic second order Runge-Kutta method
altLabel: RI5
definition: Technique for the second order approximate numerical solution of a systems of stochastic differential equations (SDEs). The method is a generalisation of the Runge-Kutta method for ordinary differential equations to stochastic differential equations.
subClassOf: stochastic Runge-Kutta method
seeAlso: 10.1137/060673308
isImplementedIn: COPASI
Reported by: jonrkarr