Interpolation solution in generalized stochastic exponential population growth model

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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

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

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