Since additive white noise simulations are common (for comparison purposes if nothing else), I suggest we implement the Runge-Kutta algorithm developed by Honeycutt for these cases ("Stochastic Runge-Kutta algorithms. I. White noise", 1992, Phys. Rev. A) to have a higher-order method.
Since additive white noise simulations are common (for comparison purposes if nothing else), I suggest we implement the Runge-Kutta algorithm developed by Honeycutt for these cases ("Stochastic Runge-Kutta algorithms. I. White noise", 1992, Phys. Rev. A) to have a higher-order method.