Euler scheme for solving a class of stochastic differential variational inequalities with some applications

Y Zhang, T Chen, N Huang, X Li - Communications in Nonlinear Science …, 2023 - Elsevier
In this paper, we introduce and study Euler scheme for solving a class of stochastic
differential variational inequalities (SDVIs). We show the convergence of the sequence …

Modelling and performance evaluation in the (R, s, lnQ) inventory system

N Aiane, F Rahmoune… - International Journal of …, 2022 - inderscienceonline.com
In this work, we propose to analyse a periodic review inventory model with an (R, s, lnQ)
policy and an instant replenishment via a discrete Markov chain approach. Then, we adopt …

Stochastic differential variational inequalities with applications

YJ Zhang, T Chen, N Huang, X Li - arXiv preprint arXiv:2212.08366, 2022 - arxiv.org
In this paper, we introduce and study a stochastic differential variational inequality (SDVI)
which consists of a stochastic differential equation and a stochastic variational inequality …

A new numerical model for the direct solution of higher-order ordinary differential equations

OE Abolarin, BG Ogunware - International Journal of …, 2024 - inderscienceonline.com
A unique continuous three-step hybrid block method for the solution of second, third, and
fourth-order initial value problems with constant step size was proposed in this research. A …

Single numerical algorithm developed to solving first and second orders ordinary differential equations

JO Kuboye, BG Ogunware… - … of Mathematics in …, 2022 - inderscienceonline.com
A potent numerical algorithm for solving first and second orders initial value problems is
examined in this paper. Interpolation and collocation approach was applied in the derivation …

New hybrid method for direct numerical solution of nonlinear second, third and fourth orders ordinary differential equations

OE Abolarin, BG Ogunware - International Journal of …, 2022 - inderscienceonline.com
A novel and efficient algorithm for the concurrent numerical solution of second, third and
fourth orders of ordinary differential equations is studied in this article. Collocation and …

Solving Ordinary Differential Equations of First and Second Order Using a Single Numerical Algorithm with Four Equidistant Points

BG Ogunware, EO Omole, AB Familua… - … and Business for …, 2024 - ieeexplore.ieee.org
This paper investigates a distinct numerical algorithm for the solution of first and second
orders initial value problems. The new method was developed using interpolation and …

[PDF][PDF] Euler-Maruyama method for solving first order uncertain stochastic differential equations

CE Ukuedojor, I Adinya, OO Ugbebor - 2023 - academicjournals.org
Two forms of uncertainty are identified to be associated with dynamical systems, which are
randomness and belief degree. The uncertain stochastic differential equation (USDE) is …

BREAKING BOUNDARIES: EULER-MARUYAMA METHODOLOGY FOR UNCERTAIN STOCHASTIC SYSTEMS OF THE FIRST ORDER

AM Abubakar, OA Adeyemi - International Research Journal of …, 2024 - kloverjournals.org
Dynamical systems, serving as indispensable tools for modeling complex phenomena, find
widespread application in diverse fields such as biology, engineering, physics, and finance …

A model for viruses propagation throughout networks

A Rezgui - … Journal of Mathematics in Operational Research, 2021 - inderscienceonline.com
In this paper, we propose a model for virus propagation throughout computers' network.
Recently interests for stochastic models have been increasing very fast where stochasticity …