Abstract
The method of Davie's <xref ref-type="bibr" rid="ref5">[5] describes an easily generated scheme based on the standard order-one Milstein scheme, which is order-one in the Vaserstein metric, provided that the stochastic differential equation has invertible diffusion term. We apply the exact coupling method from Davie's paper to Stratonovich stochastic differential equation and the convergence of this method is proved by MATLAB implementation. We examine the strong convergence for the Stratonovich SDE using a particular invertible SDE.