Mathematics of Computation, Vol. 49, No. 180 (Oct., 1987), pp. 523-542 (20 pages) We present Runge-Kutta methods of high accuracy for stochastic differential ...

This is a preview. Log in through your library . Abstract We carry out an asymptotic analysis as t → ∞ for the nonlinear advection diffusion equation, ∂tu = 2αu∂xu + ∂x(u∂xu), where α is a constant.