Strong Approximation For Itô Stochastic Differential Equations

In this paper, a class of semi-implicit two-stage stochastic runge-kutta methods (srks) of strong global order one, with minimum principal error constants are given. these methods are applied to solve itô stochastic differential equations (sdes) with a wiener process. the efficiency of this method with respect to explicit two-stage itô runge-kutta methods (irks), it method, milstien method, semi-implicit and implicit two-stage stratonovich runge-kutta methods are demonstrated by presenting some numerical results.