Exact Finite-Difference Schemes for <svg style="vertical-align:-0.216pt;width:12.5625px;" id="M1" height="16.35" version="1.1" viewBox="0 0 12.5625 16.35" width="12.5625" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns="http://www.w3.org/2000/svg"><g transform="matrix(.022,-0,0,-.022,.062,16.025)"><path id="x1D451" d="M530 686q-79 -330 -126 -595q-5 -24 4 -24q22 0 77 53l16 -24q-42 -49 -88 -78.5t-72 -29.5q-37 0 -19 83l21 99h-2q-62 -83 -153 -141q-65 -41 -97 -41q-28 0 -48 31.5t-20 91.5q0 71 32.5 144t88.5 118q36 30 94 52.5t94 22.5q38 0 68 -13l29 158q7 40 2 47.5t-38 7.5
h-35l1 26q39 4 76 13.5t58.5 17t27.5 7.5q16 0 9 -26zM387 375q-11 11 -38.5 20t-51.5 9q-45 0 -79 -23q-46 -32 -77.5 -107.5t-31.5 -143.5q0 -40 9.5 -58.5t23.5 -18.5q40 0 113.5 70t99.5 118z" /></g></svg>-Dimensional Linear Stochastic Systems with Constant Coefficients

<table>Preservation of first integral<svg height="16.625" id="M125" style="vertical-align:-3.56265pt" version="1.1" viewbox="0 0 56.875 16.625" width="56.875" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
<g transform="matrix(.017,-0,0,-.017,5.725,12.138)"><path d="M478 372q0 -39 -31 -97t-61 -98t-78 -98q-45 -55 -73 -102q-13 -79 -13 -197q-11 -11 -43.5 -25.5t-53.5 -15.5l-15 17q5 35 26 101.5t47 123.5q8 72 -1.5 174.5t-37.5 178.5q-14 37 -29 37q-20 0 -67 -65l-25 21q37 60 73 90.5t63 30.5q47 0 72 -112q13 -56 17.5 -141.5
t0.5 -143.5h2q155 193 155 297q0 26 -12 47q-5 8 -5 15q0 16 12.5 27t29.5 11q21 0 34 -21t13 -55z" id="x1D6FE"></path></g><g transform="matrix(.017,-0,0,-.017,14.241,12.138)"><path d="M300 -147l-18 -23q-106 71 -159 185.5t-53 254.5v1q0 139 53 252.5t159 186.5l18 -24q-74 -62 -115.5 -173.5t-41.5 -242.5q0 -130 41.5 -242.5t115.5 -174.5z" id="x28"></path></g><g transform="matrix(.017,-0,0,-.017,20.123,12.138)"><path d="M570 304q0 -108 -87 -199q-40 -42 -94.5 -74t-105.5 -43q-41 0 -65 11l-29 -141q-9 -45 -1.5 -58t45.5 -16l26 -2l-5 -29l-241 -10l4 26q51 10 67.5 24t26.5 60l113 520q-54 -20 -89 -41l-7 26q38 28 105 53l11 49q20 25 77 58l8 -7l-17 -77q39 14 102 14q82 0 119 -36
t37 -108zM482 289q0 114 -113 114q-26 0 -66 -7l-70 -327q12 -14 32 -25t39 -11q59 0 118.5 81.5t59.5 174.5z" id="x1D45D"></path></g><g transform="matrix(.017,-0,0,-.017,30.203,12.138)"><path d="M95 130q31 0 61 -30t30 -78q0 -53 -38 -87.5t-93 -51.5l-11 29q77 31 77 85q0 26 -17.5 43t-44.5 24q-4 0 -8.5 6.5t-4.5 17.5q0 18 15 30t34 12z" id="x2C"></path></g><g transform="matrix(.017,-0,0,-.017,36.901,12.138)"><path d="M474 429q-19 -69 -47 -222l-65 -347q-8 -49 0 -60t49 -16l26 -3l-4 -26l-246 -12l4 25l17 3q37 6 50 20.5t23 60.5l67 321h-2q-65 -79 -150 -138q-69 -47 -104 -47q-28 0 -48.5 32t-20.5 81q0 78 35 148t90 117q67 57 161 77q23 5 58 5q43 0 90 -15zM387 387
q-30 16 -75 16q-58 0 -92 -27q-49 -39 -78.5 -112t-29.5 -136q0 -34 8.5 -52.5t21.5 -18.5q40 0 109.5 63.5t103.5 115.5q16 53 32 151z" id="x1D45E"></path></g><g transform="matrix(.017,-0,0,-.017,45.247,12.138)"><path d="M275 270q0 -296 -211 -440l-19 23q75 62 116.5 174t41.5 243t-42 243t-116 173l19 24q211 -144 211 -440z" id="x29"></path></g>
</svg>by numerical solutions produced by (<a href="https://static.hindawi.com/articles/jam/volume-2013/830936/figures/#EEq3.3">18</a>).</table>

Journal of Applied Mathematics

fig3

Figure 3

Figure 3: Exact Finite-Difference Schemes for <svg style="vertical-align:-0.216pt;width:12.5625px;" id="M1" height="16.35" version="1.1" viewBox="0 0 12.5625 16.35" width="12.5625" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns="http://www.w3.org/2000/svg"><g transform="matrix(.022,-0,0,-.022,.062,16.025)"><path id="x1D451" d="M530 686q-79 -330 -126 -595q-5 -24 4 -24q22 0 77 53l16 -24q-42 -49 -88 -78.5t-72 -29.5q-37 0 -19 83l21 99h-2q-62 -83 -153 -141q-65 -41 -97 -41q-28 0 -48 31.5t-20 91.5q0 71 32.5 144t88.5 118q36 30 94 52.5t94 22.5q38 0 68 -13l29 158q7 40 2 47.5t-38 7.5
h-35l1 26q39 4 76 13.5t58.5 17t27.5 7.5q16 0 9 -26zM387 375q-11 11 -38.5 20t-51.5 9q-45 0 -79 -23q-46 -32 -77.5 -107.5t-31.5 -143.5q0 -40 9.5 -58.5t23.5 -18.5q40 0 113.5 70t99.5 118z" /></g></svg>-Dimensional Linear Stochastic Systems with Constant Coefficients 

Journal of Applied Mathematics

Exact Finite-Difference Schemes for -Dimensional Linear Stochastic Systems with Constant Coefficients

Figure 3