Numerical solution of SDE through computer experiments. Including floppy disk
computer programsEuler methodsexercisesstabilitystiff problemsstochastic differential equationsstochastic integrationstochastic processesstochastic Taylor seriestextbookTURBO PASCAL programs
Ordinary differential equations and systems with randomness (34F05) Software, source code, etc. for problems pertaining to probability theory (60-04) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for initial value problems involving ordinary differential equations (65L05)
- Bounds for the transition density of time-homogeneous diffusion processes
- Approximate and generalized confidence bands for the mean and mode functions of the lognormal diffusion process
- An approximate method via Taylor series for stochastic functional differential equations
- Analysis of stochastic numerical schemes for the evolution equations of geophysics
- A fractional differential equation model for continuous glucose monitoring data
- Generalized Lagrangian coherent structures
- Approximating explicitly the mean-reverting CEV process
- Modeling a SI epidemic with stochastic transmission: hyperbolic incidence rate
- A diffusion process to model generalized von Bertalanffy growth patterns: fitting to real data
- A reliable numerical analysis for stochastic dengue epidemic model with incubation period of virus
- Simulating Coulomb and log-gases with hybrid Monte Carlo algorithms
- Deterministic and stochastic nutrient-phytoplankton-zooplankton models with periodic toxin producing phytoplankton
- Stochastic stability and instability of an epidemic model with relapse
- A stochastic SIRI epidemic model with relapse and media coverage
- A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods
- Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in R^1
- Stochastic resonance in feedforward-loop neuronal network motifs in astrocyte field
- On numerical modeling of the multidimensional dynamic systems under random perturbations with the 1.5 and 2.0 orders of strong convergence
- Maximum likelihood estimation of time-inhomogeneous diffusions.
- Discrete-time approximations of stochastic delay equations: the Milstein scheme.
- Stochastic Galerkin techniques for random ordinary differential equations
- A C-code for combining a Langevin fission dynamics of hot nuclei with a statistical model including evaporation of light particles and giant dipole \(\gamma\)-quanta
- The optimal discretization of probability density functions
- Development and application of the Fourier method for the numerical solution of Ito stochastic differential equations
- On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks
- Stochastic approaches to Lagrangian coherent structures
- Discrete attachment to a cellulolytic biofilm modeled by an Itô stochastic differential equation
- Solving the Kolmogorov PDE by means of deep learning
- Andronov-Hopf and Neimark-Sacker bifurcations in time-delay differential equations and difference equations with applications to models for diseases and animal populations
- Boundary preserving explicit scheme for the Aït-Sahalia mode
- Controlled homeodynamic concept using a conformable calculus in artificial biological systems
- Computing the finite time Lyapunov exponent for flows with uncertainties
- Numerical methods preserving multiple Hamiltonians for stochastic Poisson systems
- A stochastic SIRS epidemic model with a general awareness-induced incidence
- Threshold behaviour of a stochastic epidemic model with two-dimensional noises
- On real-valued SDE and nonnegative-valued SDE population models with demographic variability
- Uncertainty in finite-time Lyapunov exponent computations
- Explicit one-step numerical method with the strong convergence order of 2.5 for Ito stochastic differential equations with a multi-dimensional nonadditive noise based on the Taylor-Stratonovich expansion
- Investigation of stochastic nonlinear dynamics of ocean engineering systems through path integration
- A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations
- A stochastic threshold for an epidemic model with isolation and a non linear incidence
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
- Loss of regularity for Kolmogorov equations
- Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model
- Estimation of the Hurst parameter for fractional Brownian motion using the CMARS method
- A method for the calculation of characteristics for the solution to stochastic differential equations
- Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process
- In-phase and anti-phase synchronization in noisy Hodgkin-Huxley neurons
- Ornstein-Uhlenbeck limit for the velocity process of an N-particle system interacting stochastically
- Numerical solution algorithms for stochastic differential systems with switching diffusion
- Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
- Diffusion approximation for signaling stochastic networks
- A step size control algorithm for the weak approximation of stochastic differential equations
- Simulation and inference for stochastic differential equations. With R examples.
- Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm
- A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability
- Numerical solution of stochastic differential problems in the biosciences
- Disease emergence in deterministic and stochastic models for host and pathogen
- Mathematical models for hantavirus infection in rodents
- A new Gompertz-type diffusion process with application to random growth
- Stochastic Gauss equations
- Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates
- scientific article; zbMATH DE number 1705382 (Why is no real title available?)
- Numerical analysis of stochastic differential equations without tears
- Sensitivity of the gittins index in the contiuous time two-armed bandit problem
- A non-standard-Euler-Maruyama scheme
- Stochastic difference equations and a stochastic partial differential equation for neutron transport
- Derivation of SPDEs for correlated random walk transport models in one and two dimensions
- Parameter estimation in stochastic differential equations
- Basic concepts of numerical analysis of stochastic differential equations explained by balanced implicit theta methods
- Derivation of several SDE systems in one- and two-locus population genetics
- Stochastic dynamics for inextensible fibers in a spatially semi-discrete setting
- Computational aspects of Monte-Carlo simulations of the first passage time for multivariate transformed Brownian motions with jumps
- Localization errors in solving stochastic partial differential equations in the whole space
- Derivation of stochastic partial differential equations for reaction-diffusion processes
- Stochastic differential equations: theory and practice of numerical solution
- Numerical solution of stochastic differential equations in finance
- Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
- Environmental variability and mean-reverting processes
- Numerical simulations of SDEs and SPDEs from neural systems using SDELab
- Stochastic and coherence resonance in a dressed neuron model
- The effect of delay in viral production in within-host models during early infection
- The proof of convergence with probability 1 in the method of expansion of iterated Ito stochastic integrals based on generalized multiple Fourier series
- Stochastic numerics for mathematical physics
- Mean completion time for a randomly varying rate of work
- Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
- APPROXIMATING THE NONHOMOGENEOUS LOGNORMAL DIFFUSION PROCESS VIA POLYNOMIAL EXOGENOUS FACTORS
- Sensitivity to noise variance in a social network dynamics model
- Diffusion Approximation of State-Dependent G-Networks Under Heavy Traffic
- Characteristic function-based testing for multifactor continuous-time Markov models via nonparametric regression
- Parameter estimation in a verhulst stochastic model
- Derivation of stochastic partial differential equations for size- and age-structured populations
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1286103 (Why is no real title available?)
- scientific article; zbMATH DE number 711262 (Why is no real title available?)
- scientific article; zbMATH DE number 1163495 (Why is no real title available?)
- scientific article; zbMATH DE number 2009855 (Why is no real title available?)
- On the numerical discretisation of stochastic oscillators
- A novel stochastic method for the solution of direct and inverse exterior elliptic problems
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