A variable step-size control algorithm for the weak approximation of stochastic differential equations

A. Valinejad; S. Mohammad Hosseini

doi:10.1007/s11075-010-9363-3

A variable step-size control algorithm for the weak approximation of stochastic differential equations

Numerical Algorithms ◽

10.1007/s11075-010-9363-3 ◽

2010 ◽

Vol 55 (4) ◽

pp. 429-446 ◽

Cited By ~ 6

Author(s):

A. Valinejad ◽

S. Mohammad Hosseini

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Control Algorithm ◽

Size Control ◽

Variable Step Size ◽

Weak Approximation ◽

Step Size ◽

Step Size Control ◽

Variable Step

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A step size control algorithm for the weak approximation of stochastic differential equations

Numerical Algorithms ◽

10.1007/s11075-007-9108-0 ◽

2007 ◽

Vol 44 (4) ◽

pp. 335-346 ◽

Cited By ~ 9

Author(s):

Dominique Küpper ◽

Jürgen Lehn ◽

Andreas Rößler

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Control Algorithm ◽

Size Control ◽

Weak Approximation ◽

Step Size ◽

Step Size Control

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Variable Step Size Control in the Numerical Solution of Stochastic Differential Equations

SIAM Journal on Applied Mathematics ◽

10.1137/s0036139995286515 ◽

1997 ◽

Vol 57 (5) ◽

pp. 1455-1484 ◽

Cited By ~ 90

Author(s):

J. G. Gaines ◽

T. J. Lyons

Keyword(s):

Differential Equations ◽

Numerical Solution ◽

Stochastic Differential Equations ◽

Size Control ◽

Variable Step Size ◽

Step Size ◽

Step Size Control ◽

Variable Step

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New dual-mode variable step-size control strategy for quadratic boost converter used in solar energy system

2016 18th European Conference on Power Electronics and Applications (EPE'16 ECCE Europe) ◽

10.1109/epe.2016.7695629 ◽

2016 ◽

Cited By ~ 1

Author(s):

Ahmad Ghamrawi ◽

Jean-Paul Gaubert ◽

Driss Mehdi

Keyword(s):

Solar Energy ◽

Control Strategy ◽

Size Control ◽

Energy System ◽

Boost Converter ◽

Variable Step Size ◽

Dual Mode ◽

Step Size ◽

Step Size Control ◽

Variable Step

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An evolutionary variable step size control technique for lacking length of fixed LMS algorithm

2016 International Conference on Electrical, Electronics, Communication, Computer and Optimization Techniques (ICEECCOT) ◽

10.1109/iceeccot.2016.7955205 ◽

2016 ◽

Author(s):

H. B. M. Ajjaiah ◽

R. M. Vani ◽

P. V. Hunagund ◽

B. Rajesh Rao ◽

S. A. Lavanya ◽

...

Keyword(s):

Size Control ◽

Lms Algorithm ◽

Control Technique ◽

Variable Step Size ◽

Step Size ◽

Step Size Control ◽

Variable Step

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Step size control for the uniform approximation of systems of stochastic differential equations with additive noise

10.1214/aoap/1019487358 ◽

2000 ◽

Vol 10 (2) ◽

pp. 616-633 ◽

Cited By ~ 9

Author(s):

Norbert Hofmann ◽

Thomas Müller-Gronbach ◽

Klaus Ritter

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Uniform Approximation ◽

Additive Noise ◽

Size Control ◽

Step Size ◽

Step Size Control

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A New Variable Step Size Control Method for the Transform Domain LMS Adaptive Algorithm

Circuits Systems and Signal Processing ◽

10.1007/s00034-005-0705-7 ◽

2005 ◽

Vol 24 (6) ◽

pp. 703-721 ◽

Cited By ~ 5

Author(s):

K. Mayyas

Keyword(s):

Adaptive Algorithm ◽

Control Method ◽

Size Control ◽

Variable Step Size ◽

Transform Domain ◽

Step Size ◽

Step Size Control ◽

Variable Step

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Variable Step-Size Control Based on Two-Steps for Radau IIA Methods

ACM Transactions on Mathematical Software ◽

10.1145/3408892 ◽

2020 ◽

Vol 46 (4) ◽

pp. 1-24

Author(s):

Severiano González Pinto ◽

Domingo Hernández Abreu ◽

Juan Ignacio Montijano

Keyword(s):

Size Control ◽

Variable Step Size ◽

Step Size ◽

Step Size Control ◽

Variable Step

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Step size control in the numerical solution of stochastic differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/s0377-0427(98)00139-3 ◽

1998 ◽

Vol 100 (1) ◽

pp. 93-109 ◽

Cited By ~ 32

Author(s):

Susanne Mauthner

Keyword(s):

Differential Equations ◽

Numerical Solution ◽

Stochastic Differential Equations ◽

Size Control ◽

Step Size ◽

Step Size Control

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Variable Step-Size Control for Analytic Power Series Solutions for Orbit Propagation

AIAA/AAS Astrodynamics Specialist Conference ◽

10.2514/6.2014-4120 ◽

2014 ◽

Cited By ~ 2

Author(s):

Dong-Hoon Kim ◽

James D. Turner

Keyword(s):

Power Series ◽

Size Control ◽

Variable Step Size ◽

Series Solutions ◽

Step Size ◽

Orbit Propagation ◽

Step Size Control ◽

Power Series Solutions ◽

Variable Step

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Variable step size implementation of the Balanced Milstein method for stochastic differential equations

2007 International Conference on Intelligent and Advanced Systems ◽

10.1109/icias.2007.4658448 ◽

2007 ◽

Author(s):

R. Herdiana ◽

K. Burrage

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Variable Step Size ◽

Step Size ◽

Milstein Method ◽

Variable Step

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