An Ito–Taylor weak 3.0 method for stochastic dynamics of nonlinear systems
A new framework for development of order 3.0 weak Taylor scheme towards stochastic
modeling and dynamics of coupled nonlinear systems is presented. The proposed method is …
modeling and dynamics of coupled nonlinear systems is presented. The proposed method is …
Composite Patankar-Euler methods for positive simulations of stochastic differential equation models for biological regulatory systems
Stochastic differential equations (SDE) are a powerful tool to model biological regulatory
processes with intrinsic and extrinsic noise. However, numerical simulations of SDE models …
processes with intrinsic and extrinsic noise. However, numerical simulations of SDE models …
Split-step Milstein methods for multi-channel stiff stochastic differential systems
We consider split-step Milstein methods for the solution of stiff stochastic differential
equations with an emphasis on systems driven by multi-channel noise. We show their strong …
equations with an emphasis on systems driven by multi-channel noise. We show their strong …
Environmental stochastic effects on phytoplankton–zooplankton dynamics
BI Camara, R Yamapi, H Mokrani - Nonlinear Dynamics, 2019 - Springer
In this study, we consider the environmental stochastic effects on the phytoplankton–
zooplankton dynamics. The model used in our investigation is the model on interactions …
zooplankton dynamics. The model used in our investigation is the model on interactions …
Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: Convergence and its rate
X Li, G Yin - Journal of Computational and Applied Mathematics, 2020 - Elsevier
Although some implicit numerical procedures have been developed to treat high
nonlinearity, the question whether one can use explicit schemes to achieve convergence …
nonlinearity, the question whether one can use explicit schemes to achieve convergence …
Implicit Milstein method for stochastic differential equations via the Wong-Zakai approximation
M Kamrani, N Jamshidi - Numerical Algorithms, 2018 - Springer
The aim of this paper is to derive a numerical scheme for solving stochastic differential
equations (SDEs) via Wong-Zakai approximation. One of the most important methods for …
equations (SDEs) via Wong-Zakai approximation. One of the most important methods for …
[HTML][HTML] A stochastic half-space problem in the theory of generalized thermoelastic diffusion including heat source
AA Allam - Applied Mathematical Modelling, 2014 - Elsevier
A stochastic half-space problem, driven by an additive Gaussian white noise, is considered
within the context of the theory of generalized thermoelastic diffusion with one relaxation …
within the context of the theory of generalized thermoelastic diffusion with one relaxation …
Modeling of tsunami generation and propagation under the effect of stochastic submarine landslides and slumps spreading in two orthogonal directions
Tsunami generation and propagation caused by stochastic submarine landslides and
slumps driven by a Gaussian white noise in the x-and y-direction are investigated. This …
slumps driven by a Gaussian white noise in the x-and y-direction are investigated. This …
A computational framework for mean square responses of bidirectional nonlinear systems under correlated stochastic excitation
A mathematical framework using Ito–Taylor expansion based stochastic integration scheme
for planar structural systems subjected to correlated bidirectional excitation at the base is …
for planar structural systems subjected to correlated bidirectional excitation at the base is …
Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems
This work proposes Girsanov corrected explicit, semi-implicit, and implicit Milstein
approximations for the solution of nonlinear stochastic differential equations. The solution …
approximations for the solution of nonlinear stochastic differential equations. The solution …