2–stage Stochastic Runge–Kutta for Stochastic Delay Differential Equations
This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduce...
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| தலைமை எழà¯à®¤à¯à®¤à®¾à®³à®°à¯à®•ளà¯: | , , , |
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| வடிவமà¯: | Conference or Workshop Item |
| வெளியீடபà¯à®ªà®Ÿà¯à®Ÿà®¤à¯: |
AIP Publishing
2015
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| பகà¯à®¤à®¿à®•ளà¯: | |
| நிகழà¯à®¨à®¿à®²à¯ˆ அணà¯à®•லà¯: | http://dx.doi.org/10.1063/1.4915639 http://dx.doi.org/10.1063/1.4915639 http://umpir.ump.edu.my/9227/1/2%E2%80%93stage%20stochastic%20Runge%E2%80%93Kutta%20for%20stochastic%20delay%20differential%20equations.pdf |
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