Numerical simulation of stochastic ordinary differential equations in biomathematical modelling.

DOI10.1016/j.matcom.2003.09.022zbMath1039.65005OpenAlexW2073927055MaRDI QIDQ1427731

Kevin Burrage, Margherita Carletti, Pamela M. Burrage

Publication date: 14 March 2004

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2003.09.022

zbMATH Keywords

numerical examplesbacteriophage infectionStochastic ordinary differential equationsBiomathematical modellingEuler-Taylor expansionstochstic Runge-Kutta method

Mathematics Subject Classification ID

Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula
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