Matlab companion code to the manuscript "Runge-Kutta Lawson schemes for stochastic differential equations" by Kristian Debrabant, Anne Kværnø and Nicky Cordua Mattsson "convergenceDriverParallel.m" is the main file to generate the data tables used for the figures in Section 3 of the manuscript. The remaining files in this submission constitute different numerical approximation methods for solving stochastic differential equations, both stochastic Lawson methods (drift stochastic Lawson (DSL) or full stochastic Lawson (FSL)), as well as their underlying methods, cmp. the above manuscript.