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

• 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
• Institution: Universiti Malaysia Pahang

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...