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contributor authorعلیرضا سهیلیen
contributor authorفضل الله سلیمانیen
contributor authorAli Reza Soheilifa
contributor authorFazlollah Soleymanifa
date accessioned2020-06-06T13:25:17Z
date available2020-06-06T13:25:17Z
date issued2016
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/3354151?show=full
description abstractThe 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 as the new variants of the high order scheme of Platen & Wagner [13]. A simple technique to

accelerate their speed will also be pointed out. Finally, numerical simulations are brought forward to show

the efficiency of the derived methods.
en
languageEnglish
titleConstruction of some accelerated methods for solving scalar stochastic differential equationsen
typeJournal Paper
contenttypeExternal Fulltext
subject keywordsnumerical methodsen
subject keywordsSDEsen
subject keywordscomplexityen
subject keywordsderivative-freeen
subject keywordsstrong solutionen
journal titleInternational Journal of Computing Science and Mathematicsfa
pages537-547
journal volume7
journal issue6
identifier linkhttps://profdoc.um.ac.ir/paper-abstract-1049164.html
identifier articleid1049164


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