Stability analysis of explicit and semi-implicit derivative-free methods for stochastic differential equations

QR Code

Stability analysis of explicit and semi-implicit derivative-free methods for stochastic differential equations

This paper is devoted to investigate the mean-square stability of explicit and semi-implicit derivative-free methods to a class of stochastic differential equations (SDEs). The mean-square stability functions and regions of explicit and semi-implicit numerical approximation schemes are obtained for...

Full description

Bibliographic Details
Main Authors:	Norhayati, Rosli, Noor Amalina Nisa, Ariffin
Format:	Article
Language:	English
Published:	UTM Press 2016
Subjects:	QA Mathematics
Online Access:	http://umpir.ump.edu.my/id/eprint/20731/ http://umpir.ump.edu.my/id/eprint/20731/1/Stability%20analysis%20of%20explicit%20and%20semi-implicit%20derivative-free.pdf

Similar Items

Stability Analysis of Explicit and Implicit Stochastic Runge-Kutta Methods for Stochastic Differential Equations
by: Adam, Samsudin, et al.
Published: (2017)

Derivation of stochastic Taylor methods for stochastic differential equations
by: Noor Amalina Nisa, Ariffin, et al.
Published: (2017)

Mean square stability analysis of semi-implicit milstein scheme for linear stochastic delay differential equations
by: Norhayati, Rosli, et al.
Published: (2017)

Fifth-stage stochastic runge-kutta method for stochastic differential equations
by: Noor Amalina Nisa, Ariffin
Published: (2018)

The performance of stochastic Taylor methods and derivative-free method to approximate the solutions of stochastic delay differential equations
by: Norhayati, Rosli, et al.
Published: (2019)

Comparative study of stochastic Taylor methods and derivative-free methods for stochastic differential equations
by: Muhammad Fahmi, Ahmad Zuber, et al.
Published: (2021)

A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2013)

Stochastic Runge-Kutta method for stochastic delay differential equations
by: Norhayati, Rosli
Published: (2012)

Adaptive step size stochastic runge-kutta method of order 1.5(1.0) for stochastic differential equations (SDEs)
by: Noor Julailah, Abd Mutalib, et al.
Published: (2023)

Stochastic Taylor Methods for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2013)

2-stage Stochastic Runge-Kutta for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2014)

Application of stochastic differential equations and stochastic delay differential equations in population dynamics
by: Bahar, Arifah
Published: (2005)

Modelling the cervical cancer growth process by stochastic delay differential equations
by: Mazma Syahidatul Ayuni, Mazlan, et al.
Published: (2015)

Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system
by: Noor Amalina Nisa, Ariffin, et al.
Published: (2017)

On quadratic stochastic processes and related differential equations
by: Mukhamedov, Farrukh, et al.
Published: (2013)

Preconditioned Explicit Decoupled Group Methods For Solving Elliptic Partial Differential Equations
by: Mohammed Saeed Ahmed, Abdulkafi
Published: (2011)

Preconditioned explicit decoupled group methods for solving elliptic partial differential equations.
by: Ahmed, Abdulkafi Mohammed Saeed
Published: (2011)

Stability analysis of diagonally implicit two derivative runge-kutta methods for solving delay differential equations
by: Ahmad, N. A., et al.
Published: (2022)

Explicit and implicit 3-point block methods for solving special second order ordinary differential equations directly.
by: Ismail, Fudziah, et al.
Published: (2009)

Two-point explicit and implicit block multistep methods for solving special second order ordinary differential equations
by: Mansor, Aini Fadhlina, et al.
Published: (2017)

Parameter estimation of stochastic differential equation
by: Haliza Abd. Rahman,, et al.
Published: (2012)

Modelling the cancer growth process by stochastic differential equations with the effect of chondroitin sulfate (cs) as anticancer therapeutics
by: Mazma Syahidatul Ayuni, Mazlan, et al.
Published: (2017)

The measurement of implicit and explicit knowledge
by: Ellis, Rod, et al.
Published: (2018)

Diagonally implicit multistep block method of order four for solving fuzzy differential equations using Seikkala derivatives
by: Isa, Syahirbanun, et al.
Published: (2018)

2–stage Stochastic Runge–Kutta for Stochastic Delay Differential Equations
by: Norhayati, Rosli, et al.
Published: (2015)

The p-stability and q-stability of singly diagonally implicit runge-kutta method for delay differential equations
by: Ismail, Fudziah, et al.
Published: (2000)

Explicit and semi-implicit twostep hybrid method for solving special second-order IVPs / Nur Azila Yahya
by: Yahya, Nur Azila
Published: (2014)

An implicit multistep block method for fuzzy differential equations
by: Ramli, Azizah, et al.
Published: (2015)

Diagonally implicit block backward differentiation formula with optimal stability properties for stiff ordinary differential equations
by: Mohd Ijam, Hazizah, et al.
Published: (2019)

Stability analysis of singly diagonally implicit block backward differentiation formulas for stiff ordinary differential equations
by: Jana Aksah, Saufianim, et al.
Published: (2019)

Performance of 5-stage, 4-stage and specific stochastic Runge-Kutta methods in approximating the solution of stochastic biological model
by: Noor Amalina Nisa, Ariffin, et al.
Published: (2021)

Solution of Pantograph Differential Equations by Collocation Method using Ortho Exponential Polynomial
by: Norhayati, Rosli, et al.
Published: (2020)

Solving fractional differential equations using fractional explicit method
by: Yip, Lian Yiung, et al.
Published: (2024)

Solving fractional differential equations using fractional explicit method
by: Yiung, Yip Lian, et al.
Published: (2024)

Implicit block methods with extra derivatives for solving general higher-order ordinary differential equations with applications
by: M., Allogmany Reem Ayed
Published: (2021)

Performance of linear and stochastic cell-growth model of Ductal Carcinoma In Situ (DCIS)
by: Nurul Anis, Abdul Satar, et al.
Published: (2025)

A two-step trigonometrically fitted semi-implicit hybrid method for solving special second order oscillatory differential equation
by: Ahmad, Sufia Zulfa, et al.
Published: (2016)

Modelling the cancer growth process by stochastic delay diffferential equations under verhults and gompertz's law
by: Mazma Syahidatul Ayuni, Mazlan, et al.
Published: (2016)

Study of Fractional Differential Equations Emerging in the Theory of Chemical Graphs: A Robust Approach
by: Norhayati, Rosli, et al.
Published: (2022)

The effect of explicit written corrective feedback on implicit and explicit knowledge / Mitra Samiei Sarkhanlou
by: Mitra Samiei, Sarkhanlou
Published: (2016)