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Derivation of stochastic Taylor methods for stochastic differential equations
Published 2017“…This paper demonstrates a derivation of stochastic Taylor methods for stochastic differential equations (SDEs). The stochastic Taylor series is extended and truncated at certain terms to achieve the order of convergence of stochatsic Taylor methods for SDEs. …”
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Fifth-stage stochastic runge-kutta method for stochastic differential equations
Published 2018“…Hence, models for these systems are required via stochastic differential equations (SDEs). However, it is often difficult to find analytical solutions of SDEs. …”
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Thesis -
3
Stability analysis of explicit and semi-implicit derivative-free methods for stochastic differential equations
Published 2016“…This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivative-free methods to a class of stochastic differential equations (SDEs). The mean-square stability functions and regions of explicit and semi-implicit numerical approximation schemes are obtained for a linear stochastic differential equation with multiplicative noise. …”
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Adaptive step size stochastic runge-kutta method of order 1.5(1.0) for stochastic differential equations (SDEs)
Published 2023“…The stiff stochastic differential equations (SDEs) involve the solution with sharp turning points that permit us to use a very small step size to comprehend its behavior. …”
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5
Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system
Published 2017“…Recently, modelling the biological systems by using stochastic differential equations (SDEs) are becoming an interest among researchers. …”
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Conference or Workshop Item -
6
Performance of 5-stage, 4-stage and specific stochastic Runge-Kutta methods in approximating the solution of stochastic biological model
Published 2021“…In recent years, the transition on modelling physical systems via stochastic differential equations (SDEs) has attracted great interest among researchers. …”
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Conference or Workshop Item