شماره ركورد كنفرانس
102
عنوان مقاله
STRONG NUMERICAL METHODS OF RUNGE–KUTTA TYPE FOR STOCHASTIC DIFFERENTIAL EQUATIONS
پديدآورندگان
Namjoo M نويسنده Department of Mathematics, School of Mathematical Sciences, Vali-e-Asr University of Rafsanjan , Rafsanjan, Iran , Salari Z نويسنده Oral & Dental Diseases Research Center, Department of Pediatric Dentistry, School of Dentistry, Kerman University of Medical Sciences, Kerman, Iran , KHARAZMI O نويسنده
تعداد صفحه
4
كليدواژه
stochastic differential equations , STRONG NUMERICAL METHODS , Runge–Kutta
عنوان كنفرانس
مجموعه مقالات چهل دومين كنفرانس رياضي ايران
زبان مدرك
فارسی
چكيده فارسي
In this paper, using stochastic Runge–Kutta methods (SRKs),
strong order one conditions for class of these methods, which is applied for
solving Itˆo stochastic differential equations (SDEs), are stated. In particular,
an explicit three–stage SRK method of this class is constructed. The
efficiency of our method with respect to explicit two–stage Itˆo SRKs and Itˆo
method and Milstein method with two test problems will be demonstrate
شماره مدرك كنفرانس
1994188
سال انتشار
1390
از صفحه
1
تا صفحه
4
سال انتشار
0
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