Interpolation solution in generalized stochastic exponential population growth model
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Publication:437845
DOI10.1016/J.APM.2011.07.061zbMATH Open1243.60056OpenAlexW2010606365MaRDI QIDQ437845FDOQ437845
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
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Cites Work
- Itô versus Stratonovich calculus in random population growth
- Numerical approximations and padé approximants for a fractional population growth model
- Modelling population growth via Laguerre-type exponentials
- Numerical approximations for population growth models
- Composite spectral functions for solving Volterra's population model
- Hybrid numerical methods for exponential models of growth
- On stochastic logistic population growth models with immigration and multiple births
Cited In (33)
- Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations
- A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion
- 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 mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise
- Cubic B-spline approximation for linear stochastic integro-differential equation of fractional order
- A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis
- 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
- Wavelets Galerkin method for solving stochastic heat equation
- Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix
- Triangular function method is adopted to solve nonlinear stochastic Itô-Volterra integral equations
- A stochastic super-exponential growth model for population dynamics
- Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise
- Mean square solution of Bessel differential equation with uncertainties
- A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions
- An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics
- 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
- An approximate solution for stochastic Burgers' equation driven by white noise
- An approximation method for stochastic heat equation driven by white noise
- A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
- Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations
- A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix
- Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
- Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations
- Numerical solution of stochastic fractional integro-differential equation by the spectral collocation method
- The couple of Hermite-based approach and Crank-Nicolson scheme to approximate the solution of two dimensional stochastic diffusion-wave equation of fractional order
- A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations
- Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach
- Approximate solution of stochastic Volterra integro-differential equations by using moving least squares scheme and spectral collocation method
- An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations
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