Stochastic Runge-Kutta methods built from monotone Euler-Maruyama schemes, bounded increments, and SSP time steppers preserve nonlinear stability pathwise with mean-square order 1/2.
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Strong Stability Preservation for Stochastic Partial Differential Equations
Stochastic Runge-Kutta methods built from monotone Euler-Maruyama schemes, bounded increments, and SSP time steppers preserve nonlinear stability pathwise with mean-square order 1/2.