Conference Name:International Conference Of Numerical Analysis And Applied Mathematics
We present families of explicit Runge-Kutta Methods for the numerical treatment of Stochastic Differential
Equations with additive noise and one dimensional Wiener process. We study methods with two, three and four stages attaining
deterministic order up to four and stochastic orders one and one and a half. The methods are tested in the solution of various
problems and are compared with known other methods. The results modify our effort.