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...

Full description

Saved in:
Bibliographic Details
Main Authors: Muhammad Fahmi, Ahmad Zuber, Norhayati, Rosli
Format: Conference or Workshop Item
Language:English
Published: IOP Publishing Ltd 2021
Subjects:
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
Tags: Add Tag
No Tags, Be the first to tag this record!