Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations
سال
: 2016
چکیده: 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 stochastic differential equations of Itˆo-type. Subsequently, our multi-step iterative schemes are
employed in this procedure. Several experiments are finally taken into account to show that the presented approach and methods work well.
employed in this procedure. Several experiments are finally taken into account to show that the presented approach and methods work well.
کلیدواژه(گان): Nonlinear systems,Finite difference method,Order,Stochastic differential equations
کالکشن
:
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آمار بازدید
Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations
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| contributor author | علیرضا سهیلی | en |
| contributor author | فضل الله سلیمانی | en |
| contributor author | Ali Reza Soheili | fa |
| contributor author | Fazlollah Soleymani | fa |
| date accessioned | 2020-06-06T13:23:34Z | |
| date available | 2020-06-06T13:23:34Z | |
| date issued | 2016 | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/3353006 | |
| description abstract | 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 stochastic differential equations of Itˆo-type. Subsequently, our multi-step iterative schemes are employed in this procedure. Several experiments are finally taken into account to show that the presented approach and methods work well. | en |
| language | English | |
| title | Iterative methods for nonlinear systems associated with finite difference approach in stochastic differential equations | en |
| type | Journal Paper | |
| contenttype | External Fulltext | |
| subject keywords | Nonlinear systems | en |
| subject keywords | Finite difference method | en |
| subject keywords | Order | en |
| subject keywords | Stochastic differential equations | en |
| journal title | Numerical Algorithms | fa |
| pages | 89-102 | |
| journal volume | 71 | |
| journal issue | 1 | |
| identifier link | https://profdoc.um.ac.ir/paper-abstract-1047364.html | |
| identifier articleid | 1047364 |