Numerical simulation for certain stochastic ordinary differential equations

Journal of Computational Physics ◽

10.1016/0021-9991(88)90079-4 ◽

1988 ◽

Vol 74 (1) ◽

pp. 244-262 ◽

Author(s):

Renato Spigler

Keyword(s):

Numerical Simulation ◽

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2003.09.022 ◽

2004 ◽

Vol 64 (2) ◽

pp. 271-277 ◽

Author(s):

M. Carletti ◽

K. Burrage ◽

P.M. Burrage

Keyword(s):

Numerical Simulation ◽

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Variable Order Linear Multi-Step Methods for Solving Stochastic Ordinary Differential Equations

Journal of Al-Nahrain University-Science ◽

10.22401/jnus.16.4.25 ◽

2013 ◽

Vol 16 (4) ◽

pp. 205-212

Author(s):

Fadhel S. Fadhel ◽

◽

Nabaa R. Kareem ◽

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Variable Order ◽

Order Linear ◽

Stochastic Ordinary Differential Equations ◽

Multi Step Methods

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Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

BIT Numerical Mathematics ◽

10.1007/s10543-012-0372-6 ◽

2012 ◽

Vol 52 (3) ◽

pp. 539-557 ◽

Author(s):

Jamie Alcock ◽

Kevin Burrage

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Strong Order ◽

Stochastic Ordinary Differential Equations

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Numerical solution of stochastic ordinary differential equations using HAAR wavelet collocation method

Journal of Interdisciplinary Mathematics ◽

10.1080/09720502.2021.1874085 ◽

2021 ◽

pp. 1-17

Author(s):

S. C. Shiralashetti ◽

Lata Lamani

Keyword(s):

Differential Equations ◽

Numerical Solution ◽

Ordinary Differential Equations ◽

Collocation Method ◽

Haar Wavelet ◽

Wavelet Collocation Method ◽

Stochastic Ordinary Differential Equations

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Stochastic Ordinary Differential Equations: Existence, Uniqueness, and Flows Properties

Stochastic Ordinary and Stochastic Partial Differential Equations - Stochastic Modelling and Applied Probability formerly: Applications of Mathematics ◽

10.1007/978-0-387-74317-2_4 ◽

2007 ◽

pp. 59-84

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Applications to Stochastic Ordinary Differential Equations

Stochastic Partial Differential Equations ◽

10.1007/978-0-387-89488-1_3 ◽

2009 ◽

pp. 115-157

Author(s):

Helge Holden ◽

Bernt Øksendal ◽

Jan Ubøe ◽

Tusheng Zhang

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Stochastic ordinary differential equations in applied and computational mathematics

IMA Journal of Applied Mathematics ◽

10.1093/imamat/hxr016 ◽

2011 ◽

Vol 76 (3) ◽

pp. 449-474 ◽

Author(s):

D. J. Higham

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Computational Mathematics ◽

Stochastic Ordinary Differential Equations

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Stochastic Ordinary Differential Equations

An Introduction to Computational Stochastic PDEs ◽

10.1017/cbo9781139017329.009 ◽

2014 ◽

pp. 314-371

Author(s):

Gabriel J. Lord ◽

Catherine E. Powell ◽

Tony Shardlow

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations

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Group classification of systems of two linear second-order stochastic ordinary differential equations

10.1063/1.5125077 ◽

2019 ◽

Author(s):

T. G. Mkhize ◽

G. F. Oguis ◽

K. Govinder ◽

S. Moyo ◽

S. V. Meleshko

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Group Classification ◽

Second Order ◽

Stochastic Ordinary Differential Equations

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Improved linear multi-step methods for stochastic ordinary differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2006.03.038 ◽

2007 ◽

Vol 205 (2) ◽

pp. 912-922 ◽

Author(s):

Evelyn Buckwar ◽

Renate Winkler

Keyword(s):

Differential Equations ◽

Ordinary Differential Equations ◽

Stochastic Ordinary Differential Equations ◽

Multi Step Methods

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