Fifth-stage stochastic runge-kutta method for stochastic differential equations

Most of the physical systems around us are subjected to uncontrollable factors. Hence, models for these systems are required via stochastic differential equations (SDEs). However, it is often difficult to find analytical solutions of SDEs. In such a case, a numerical method provides an alternative w...

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Bibliographic Details
Main Author: Noor Amalina Nisa, Ariffin
Format: Thesis
Language:English
Published: 2018
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/23433/1/Fifth-stage%20stochastic%20runge-kutta%20method%20for%20stochastic%20differential%20equations.pdf
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