An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems

DOI10.1016/J.APM.2020.05.014MaRDI QIDQ2049749zbMATH OpenOpenAlexFDO

Authors Tapas Tripura, Ankush Gogoi, Budhaditya Hazra

Publication date 27 August 2021

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2020.05.014

zbMATH Keywords

automated frameworkdegradationdegrading hysteresisIto-Taylor expansionorder 3.0 weak Taylor scheme

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random vibrations in mechanics of particles and systems (70L05)

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• Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

Cited in

(4)

• Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems
• Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems
• Geometry preserving Ito-Taylor formulation for stochastic Hamiltonian dynamics on manifolds
• Predefined-time stabilization of stochastic nonlinear systems with application to UAVs

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