Variable order two steps Runge-Kutta method for solving stochastic ordinary differential equation
Other Title(s)
طريقة الرتبة المتغيرة لحل المعادلات التفاضلية التصادفية الاعتيادية باستخدام طرائق رانج-كوتا ذات الخطوتين
Joint Authors
Subhi, Mustafa Muhammad
Fadil, Fadil Subhi
Source
Issue
Vol. 34, Issue 3A (31 Dec. 2016), pp.64-73, 10 p.
Publisher
University of Basrah College of Science
Publication Date
2016-12-31
Country of Publication
Iraq
No. of Pages
10
Main Subjects
Abstract EN
In this paper, the variable order method in connection with two steps Runge-Kutta method for solving stochastic ordinary differential equations have been proposed in order to improve the accuracy of the obtained results by increasing the order of convergence of the numerical schemes.
The proposed approach has been introduced for Stratonovich type stochastic differential equation.
American Psychological Association (APA)
Fadil, Fadil Subhi& Subhi, Mustafa Muhammad. 2016. Variable order two steps Runge-Kutta method for solving stochastic ordinary differential equation. Basrah Journal of Science،Vol. 34, no. 3A, pp.64-73.
https://search.emarefa.net/detail/BIM-779791
Modern Language Association (MLA)
Fadil, Fadil Subhi& Subhi, Mustafa Muhammad. Variable order two steps Runge-Kutta method for solving stochastic ordinary differential equation. Basrah Journal of Science Vol. 34, no. 3A (2016), pp.64-73.
https://search.emarefa.net/detail/BIM-779791
American Medical Association (AMA)
Fadil, Fadil Subhi& Subhi, Mustafa Muhammad. Variable order two steps Runge-Kutta method for solving stochastic ordinary differential equation. Basrah Journal of Science. 2016. Vol. 34, no. 3A, pp.64-73.
https://search.emarefa.net/detail/BIM-779791
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 72-73
Record ID
BIM-779791