Numerical Procedures for Random Differential Equations

<table class="fixed-width table-group" id="tab6"><tr><td><table class="table"><colgroup><col style="width:4.46em"/><col style="width:5.90em"/><col style="width:5.85em"/><col style="width:6.11em"/><col style="width:5.72em"/></colgroup><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr class="thead"><td class="align_left">Method</td><td class="align_center">IRCM d° 12</td><td class="align_center">PC d° 12 </td><td class="align_center">Conditional</td><td class="align_center">MC (2000)</td></tr><tr><td class="thead-hr" colspan="5"><hr/></td></tr><tr><td class="align_left">CPUT</td><td class="align_center">6.52</td><td class="align_center"><span style="width: 59.5279ptpx;"><svg height="8.69875pt" id="M672" style="vertical-align:-0.3499298pt" version="1.1" viewbox="-0.0498162 -8.34882 59.5279 8.69875" width="59.5279pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 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id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,52.989,0)"><path d="M285 378C315 398 338 416 353 432C373 451 384 474 384 503C384 579 325 635 236 635H235C182 635 136 610 108 579L65 516L85 496C110 533 150 575 205 575C258 575 300 543 300 481C300 407 232 369 141 339L147 310C163 315 188 321 211 321C268 321 338 284 338 192C338 94 288 40 217 40C160 40 119 68 93 91C85 98 77 97 69 91C60 84 47 71 46 58C44 46 48 35 62 22C75 10 116 -12 162 -12C234 -12 424 62 424 224C424 297 373 359 285 376V378Z" id="g113-52"></path></g></svg></span></td><td class="align_center">36.43</td></tr><tr class="table-tr"><td colspan="5"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>CPU times to compute for IRCM, PC at degrees 12, MC (2000), and conditional method.</div>

Journal of Applied Mathematics

Numerical Procedures for Random Differential Equations

Table 6