Some derivative-free solvers for numerical solution of SODEs

DOI10.1007/S40324-015-0030-4MaRDI QIDQ2516347zbMATH OpenOpenAlexFDO

Authors Ali R. Soheili, Fazlollah Soleymani

Publication date 31 July 2015

Published in S\(\vec{\text{e}}\)MA Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40324-015-0030-4

zbMATH Keywords

derivative-free solversheuristic derivationnumerical solutionstochastic differential equationsstochastic Runge-Kutta methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(3)

• A family of Chaplygin-type solvers for Itô stochastic differential equations
• A derivative-free algorithm for refining numerical microaggregation solutions
• scientific article; zbMATH DE number 4034798 (Why is no real title available?)

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