There are of course more sophisticated methods for solving stochastic differential equations with white or colored noise. For example, see Stochastic Runge-Kutta algorithms I. White noise and II. Colored noise by R.L. Honeycutt, Phys. Rev. A 45:600-610, 1992. The book Numerical Solution of SDE Through Computer Experiments by Peter E. Kloeden, Eckhard Platen, and Henri Schurz provides code in Pascal for different methods.