Interpolation solution in generalized stochastic exponential population growth model

DOI10.1016/J.APM.2011.07.061MaRDI QIDQ437845zbMATH OpenOpenAlexFDO

Authors Mostafa Nouri, Morteza Khodabin, Khosrow Maleknejad, M. Rostami

Publication date 20 July 2012

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

Full work available at URL https://doi.org/10.1016/j.apm.2011.07.061

zbMATH Keywords

Brownian motion processexponential population growth modelItô formulaItô integralItô processes

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Population dynamics (general) (92D25)

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Cites work

• Composite spectral functions for solving Volterra's population model
• Hybrid numerical methods for exponential models of growth
• Itô versus Stratonovich calculus in random population growth
• Modelling population growth via Laguerre-type exponentials
• Numerical approximations and padé approximants for a fractional population growth model
• Numerical approximations for population growth models
• On stochastic logistic population growth models with immigration and multiple births

Cited in

(38)

• Using radial basis functions to solve two dimensional linear stochastic integral equations on non-rectangular domains
• Euler polynomial solutions of nonlinear stochastic Itô-Volterra integral equations
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
• An approximate solution for stochastic Burgers' equation driven by white noise
• An approximation method for stochastic heat equation driven by white noise
• Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
• Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
• Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
• A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
• Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
• Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
• Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
• Wavelets Galerkin method for solving stochastic heat equation
• A stochastic super-exponential growth model for population dynamics
• Mean square solution of Bessel differential equation with uncertainties
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
• A numerical method for solving m-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
• Wilson wavelets for solving nonlinear stochastic integral equations
• Stochastic dynamical logistic population growth model
• A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
• A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
• A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
• A novel numerical approach based on shifted second‐kind Chebyshev polynomials for solving stochastic Itô–Volterra integral equation of Abel type with weakly singular kernel
• Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations
• Triangular function method is adopted to solve nonlinear stochastic Itô-Volterra integral equations
• A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
• Numerical solution of fuzzy stochastic Volterra integral equations with constant delay
• Fast and accurate numerical algorithm for solving stochastic Itô-Volterra integral equations
• An improvement meshless method for the numerical solution of two-dimensional stochastic Fredholm integral equations
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
• A hybrid deep learning and numerical approach for solving stochastic Itô Volterra integral equations
• Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise
• The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order

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