Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations
In this paper, we propose a numerical technique to simulate the solutions of some stochasticdelaydifferential equations (SDDEs). The proposed technique uses polynomials of fourth degree with five collocation points. A mean-squarestability of numerical technique is studied when was applied to a test...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Arabic |
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Tishreen University
2020-03-01
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| Series: | مجلة جامعة تشرين للبحوث والدراسات العلمية، سلسلة العلوم الأساسية |
| Online Access: | http://www.journal.tishreen.edu.sy/index.php/bassnc/article/view/9519 |
| _version_ | 1797420067475947520 |
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| author | Suliman Mahmood Ahmad Al-Wassouf Amina Asaad |
| author_facet | Suliman Mahmood Ahmad Al-Wassouf Amina Asaad |
| author_sort | Suliman Mahmood |
| collection | DOAJ |
| description |
In this paper, we propose a numerical technique to simulate the solutions of some stochasticdelaydifferential equations (SDDEs). The proposed technique uses polynomials of fourth degree with five collocation points. A mean-squarestability of numerical technique is studied when was applied to a test model of SDDE with modeling continuous-time discrete wiener process. The study shows that the proposed numerical technique is stable and convergent from order third and half when applied to a test model.
The numerical accuracy of the proposed technique was tested by simulating the solution for three nonlinear linear test problems. Numerical results and comparisons with other methods indicated the effectiveness and efficiency of the proposed method.
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| first_indexed | 2024-03-09T06:56:16Z |
| format | Article |
| id | doaj.art-90e5ad8b510c4fc3ac0174038f75dce1 |
| institution | Directory Open Access Journal |
| issn | 2079-3057 2663-4252 |
| language | Arabic |
| last_indexed | 2024-03-09T06:56:16Z |
| publishDate | 2020-03-01 |
| publisher | Tishreen University |
| record_format | Article |
| series | مجلة جامعة تشرين للبحوث والدراسات العلمية، سلسلة العلوم الأساسية |
| spelling | doaj.art-90e5ad8b510c4fc3ac0174038f75dce12023-12-03T10:03:21ZaraTishreen Universityمجلة جامعة تشرين للبحوث والدراسات العلمية، سلسلة العلوم الأساسية2079-30572663-42522020-03-01421Numerical Simulation to Solve Systems of Stochastic Delay Differential EquationsSuliman MahmoodAhmad Al-WassoufAmina Asaad In this paper, we propose a numerical technique to simulate the solutions of some stochasticdelaydifferential equations (SDDEs). The proposed technique uses polynomials of fourth degree with five collocation points. A mean-squarestability of numerical technique is studied when was applied to a test model of SDDE with modeling continuous-time discrete wiener process. The study shows that the proposed numerical technique is stable and convergent from order third and half when applied to a test model. The numerical accuracy of the proposed technique was tested by simulating the solution for three nonlinear linear test problems. Numerical results and comparisons with other methods indicated the effectiveness and efficiency of the proposed method. http://www.journal.tishreen.edu.sy/index.php/bassnc/article/view/9519 |
| spellingShingle | Suliman Mahmood Ahmad Al-Wassouf Amina Asaad Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations مجلة جامعة تشرين للبحوث والدراسات العلمية، سلسلة العلوم الأساسية |
| title | Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations |
| title_full | Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations |
| title_fullStr | Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations |
| title_full_unstemmed | Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations |
| title_short | Numerical Simulation to Solve Systems of Stochastic Delay Differential Equations |
| title_sort | numerical simulation to solve systems of stochastic delay differential equations |
| url | http://www.journal.tishreen.edu.sy/index.php/bassnc/article/view/9519 |
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