Keynote. Simulating Stochastic Dynamical Systems With Runge-Kutta Schemes | A Rößler | SciMLCon 2022

[@karatzaselkaroui5436]

Hello, Please to calculate the error of a scheme we need the exact solution of the stochastic differential equation and the approximate solution...but not having the expression of the exact solution how to estimate the error? Thanks

[@phillipvetter3196]

27:32 Slide 12/26 - "Numerical reference solution calculated with the Milstein Scheme". I would assume a very small step-size is used.