- All Journals
- Al-Qadisiyah University
- Basrah University
- Kirkuk University
- Mosul University
- The Iraqi Borad for Medical Specialization
- University of Anbar
- University of Technology
- Al Mustafa University
- Al-Zahraa University for Women
- Alnoor University
- Kunooz University
- Misan University
- Ninevah University
- Tikrit University
- University of Al-Hamdaniya
- University of Kerbala
Variable Order Linear Multi-Step Methods for Solving Stochastic Ordinary Differential Equations | ||
| Journal of Al-Nahrain University - Science | ||
| Article 1, Volume 16, Issue 4, 2013, Pages 205-212 | ||
| Authors | ||
| Fadhel S. Fadhel; Nabaa R. Kareem | ||
| Abstract | ||
| In this paper, we will study and introduce the higher-order weak variable order methods for approximation the solution of functionals diffusion of Itô kind. Under appropriate regularity conditions, it is shown that variable order method allows a considerable increase in the weak order of convergence of a discrete time one step approximation method. Numerical method experiments indicate the efficiency of variable order based on higher-order weak scheme for stochastic ordinary differential equations with additive noise. | ||
| Keywords | ||
| Stochastic ordinary differential equations; Linear multi; step methods; Variable order methods | ||
|
Statistics Article View: 190 PDF Download: 36 |
||