ناشر تخصصی کنفرانس های ایران

لطفا کمی صبر نمایید

Publisher of Iranian Journals and Conference Proceedings

Please waite ..
Publisher of Iranian Journals and Conference Proceedings
Login |Register |Help |عضویت کتابخانه ها
Paper
Title

New S-ROCK methods for stochastic differential equations with commutative noise

Year: 1397
COI: JR_IJNAO-9-1_007
Language: EnglishView: 340
This Paper With 23 Page And PDF Format Ready To Download

Buy and Download

با استفاده از پرداخت اینترنتی بسیار سریع و ساده می توانید اصل این Paper را که دارای 23 صفحه است به صورت فایل PDF در اختیار داشته باشید.
آدرس ایمیل خود را در کادر زیر وارد نمایید:

Authors

a Haghighi - department of mathematics faculty of Science, Razi University, Kermanshah, Iran.

Abstract:

The class of strong stochastic Runge-Kutta (SRK) methods for stochastic differential equations with a commutative noise proposed by Rößler (2010) is considered. Motivated by Komori and Burrage (2013), we design a class of explicit stochastic orthogonal Runge-Kutta Chebyshev (SROCKC2) methods of strong order one for the approximation of the solution of Itô SDEs with an m-dimensional commutative noise. The mean-square and asymptotic stability analysis of the newly proposed methods applied to a scalar linear test equation with a multiplicative noise is presented. Finally, some numerical experiments for stochastic models arising in applications are given that confirm the theoretical discussion

Keywords:

Paper COI Code

This Paper COI Code is JR_IJNAO-9-1_007. Also You can use the following address to link to this article. This link is permanent and is used as an article registration confirmation in the Civilica reference:

https://civilica.com/doc/992244/

How to Cite to This Paper:

If you want to refer to this Paper in your research work, you can simply use the following phrase in the resources section:
Haghighi, a,1397,New S-ROCK methods for stochastic differential equations with commutative noise,https://civilica.com/doc/992244

Research Info Management

Certificate | Report | من نویسنده این مقاله هستم

اطلاعات استنادی این Paper را به نرم افزارهای مدیریت اطلاعات علمی و استنادی ارسال نمایید و در تحقیقات خود از آن استفاده نمایید.

Scientometrics

The specifications of the publisher center of this Paper are as follows:
Type of center: دانشگاه دولتی
Paper count: 9,599
In the scientometrics section of CIVILICA, you can see the scientific ranking of the Iranian academic and research centers based on the statistics of indexed articles.

New Papers

Share this page

More information about COI

COI stands for "CIVILICA Object Identifier". COI is the unique code assigned to articles of Iranian conferences and journals when indexing on the CIVILICA citation database.

The COI is the national code of documents indexed in CIVILICA and is a unique and permanent code. it can always be cited and tracked and assumed as registration confirmation ID.

Support