In this paper, some variants of stochastic solvers free from derivatives for Itˆo stochastic ordinary differential equations (SODEs) are given. The derived strong variants are convergent and explicit. Then, some implicit ...

Considering the stochastic theta method, in this work we discuss modified solvers for finding

the solution of It ˆo stochastic differential equations in the strong sense. It is observed that the proposed

variations ...

We present some iterative methods of different convergence orders for solving systems of nonlinear equations. Their computational complexities are studies.Then, we introduce the method of finite difference for solving ...

The purpose of this short communication is to contribute in constructing some new solvers

for strong solution of stochastic ordinary differential equations. It is derived that new methods could be

obtained ...

The objective of this paper is to propose a novel solution method for Itˆo stochastic differential

equations (SDEs). It is discussed that how the SDEs could numerically be solved as matrix problems.

To improve ...

In this article, a new matrix iterative method for computing the sign of a matrix is offered.

Convergence along with asymptotical stability of the presented method is studied. An accelerated

form of the ...

We propose a matrix method for calculating generalized weighted Moore-Penrose inverse numerically. It is proved that the scheme is convergent with high order via theoretical analysis. Some tests are also presented to show ...

In this paper, an iterative scheme is proposed to find the roots of a nonlinear equation. It is

shown that this iterative method has fourth order convergence in the neighborhood of the

root. Based on this ...