Your browser doesn't support javascript.
Improvement of Split-Step Forward Milstein Schemes for SODEs Arising in Mathematical Physics
Mathematical Problems in Engineering ; 2022, 2022.
Article in English | ProQuest Central | ID: covidwho-1932845
ABSTRACT
In the present investigation, new explicit approaches by the Milstein method and increment function of the Jacobian derivative of the drift coefficient are designed. Several numerical tests such as Cox–Ingersoll–Ross process, stochastic Brusselator, and Davis-Skodje system are presented to illustrate the accuracy and the efficiency of our schemes. Furthermore, we show that the strong convergence rate of our procedures is approximately one.
Keywords

Full text: Available Collection: Databases of international organizations Database: ProQuest Central Language: English Journal: Mathematical Problems in Engineering Year: 2022 Document Type: Article

Similar

MEDLINE

...
LILACS

LIS


Full text: Available Collection: Databases of international organizations Database: ProQuest Central Language: English Journal: Mathematical Problems in Engineering Year: 2022 Document Type: Article