Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Optimization of the Mean-Square Approximation Procedures for Iterated
  Ito Stochastic Integrals of Multiplicities 1 to 5 from the Unified Taylor-Ito
  Expansion Based on Multiple Fourier-Legendre Series   The article is devoted to optimization of the mean-square approximation
procedures for iterated Ito stochastic integrals of multiplicities 1 to 5. The
mentioned stochastic integrals are part of strong numerical methods with
convergence orders 1.0, 1.5, 2.0, and 2.5 for Ito stochastic differential
equations with multidimensional non-commutative noise based on the unified
Taylor-Ito expansion and multiple Fourier-Legendre series converging in the
sense of norm in Hilbert space $L_2([t, T]^k)$ $(k=1,\ldots,5).$ In this
article we use multiple Fourier-Legendre series within the framework of the
method of expansion and mean-square approximation of iterated Ito stochastic
integrals based on generalized multiple Fourier series. We show that the
lengths of sequences of independent standard Gaussian random variables required
for the mean-square approximation of iterated Ito stochastic integrals of
multiplicities 1 to 5 can be significantly reduced without the loss of the
mean-square accuracy of approximation for these stochastic integrals.

34
The categories of this paper are: chem-ph
17
The categories of this paper are: q-fin
30
The categories of this paper are: q-alg
21
The categories of this paper are: adap-org
10
The categories of this paper are: q-bio
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin
28
The categories of this paper are: alg-geom
36
The categories of this paper are: cmp-lg
35
The categories of this paper are: mtrl-th
20
The categories of this paper are: acc-phys