Table 2.
Euler-Maruyama | Runge-Kutta Milstein | Rößler SRI | ||||
---|---|---|---|---|---|---|
Δt | Fails (/10,000) | Time (s) | Fails (/10,000) | Time (s) | Fails (/10,000) | Time (s) |
2−16 | 137 | 133.35 | 131 | 211.92 | 78 | 609.27 |
2−17 | 39 | 269.09 | 26 | 428.28 | 17 | 1244.06 |
2−18 | 3 | 580.14 | 6 | 861.01 | 0 | 2491.37 |
2−19 | 1 | 1138.41 | 1 | 1727.91 | 0 | 4932.70 |
2−20 | 0 | 2286.35 | 0 | 3439.90 | 0 | 9827.16 |
2−21 | 0 | 4562.20 | 0 | 6891.35 | 0 | 19564.16 |