Y. Komori and K. Burrage (2010), Supplement: efficient weak second-order stochastic Runge-Kutta methods for non-commutative stochastic differential equations, Technical Report CSSE-35, Faculty of Computer Science & Systems Engineering, Kyushu Institute of Technology.

Abstract
This paper gives a modification of a class of stochastic Runge-Kutta methods proposed in a paper by Komori (2007). The slight modification can reduce the computational costs of the methods significantly.

The material in this report has been superseded by Y. Komori and K. Burrage (2011).

The pdf file is obtainable from here.

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Last updated: 2011/04/19