Results 251 to 260 of about 83,156,277 (277)

Implicit numerical methods for stiff stochastic differential equations and numerical simulations of stochastic models

2019
In this thesis efficient implicit numerical methods are constructed for solving stochastic differential equations and numerical simulations are presented for stochastic models in environmental modelling and mathematical finance. Two types of stochastic differential equations are discussed in this thesis: Itô and Stratonovich.
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A class of numerical methods for stiff systems of ordinary differential equations

1987
Summary: We propose a class of second derivative multistep methods suitable for the approximate numerical integration of stiff systems of first order ordinary differential equations. In the case \(K=1\), we obtain a class of fifth order L-stable method. In the case \(K=2\), we obtain an eight order stiff-stable method.
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Comparison of Numerical Methods for Stiff Differential Equations in Biology and Chemistry

SIMULATION, 1982
Gottwald, Björn A., Wanner, Gerhard
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Explicit methods based on barycentric rational interpolants for solving non-stiff Volterra integral equations

Applied Numerical Mathematics, 2022
Ali Abdi
exaly  

A Class of Numerical Methods of High Order for Stiff Problems in Ordinary Differential Equations

IMA Journal of Applied Mathematics, 1978
Visnak, K., Kubicek, M.
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Singly TASE Operators for the Numerical Solution of Stiff Differential Equations by Explicit Runge–Kutta Schemes

Journal of Scientific Computing, 2023
J I Montijano, Lin Fu
exaly  

Study of Numerical Solutions of Stiff Differential Equations Using Rk Method and Adaptive Stepsize Control Method

Communications on Applied Nonlinear Analysis
In this paper, chemical kinetics, electrical circuits, and spring-damping systems, stiff differential equations are specialized initial value issues. Numerical methods are needed for accurate computations because most practical stiff systems lack analytical solutions because to their complexity.
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Numerical Methods for Stiff Equations

1980
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Review Paper: Efficient numerical methods for the solution of stiff initial-value problems and differential algebraic equations

Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2003
J R Cash
exaly  

A Class of Hybrid Multistep Block Methods with A–Stability for the Numerical Solution of Stiff Ordinary Differential Equations

Mathematics, 2020
Zarina Bibi Ibrahim
exaly