Comparative study of stochastic Taylor methods and derivative-free methods for stochastic differential equations

Comparative study of stochastic Taylor methods and derivative-free methods for stochastic differential equations

Ordinary differential equations (ODEs) have been widely used to model the dynamical behaviour of biological and physical systems. However, modelling these systems using deterministic model such as ODEs is inadequate as the system is subjected to the uncontrolled factors of environmental noise. Stoch...

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Bibliographic Details
Main Authors: Muhammad Fahmi, Ahmad Zuber, Norhayati, Rosli
Format: Conference or Workshop Item
Language:English
Published: IOP Publishing Ltd 2021
Subjects:
Q Science (General)
QA Mathematics
QA75 Electronic computers. Computer science
QA76 Computer software
T Technology (General)
Online Access:http://umpir.ump.edu.my/id/eprint/35372/1/Comparative%20study%20of%20stochastic%20taylor%20methods%20and%20derivative-free%20methods.pdf
http://umpir.ump.edu.my/id/eprint/35372/
https://doi.org/10.1088/1742-6596/1988/1/012005
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Institution: Universiti Malaysia Pahang
Language: English

Internet

http://umpir.ump.edu.my/id/eprint/35372/1/Comparative%20study%20of%20stochastic%20taylor%20methods%20and%20derivative-free%20methods.pdf
http://umpir.ump.edu.my/id/eprint/35372/
https://doi.org/10.1088/1742-6596/1988/1/012005

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