Pages that link to "Item:Q636478"

The following pages link to Numerical solution of stochastic differential equations by second order Runge-Kutta methods (Q636478):

Displaying 46 items.

• A collocation technique for solving nonlinear stochastic Itô-Volterra integral equations (Q297861) (← links)
• Mean square solution of Bessel differential equation with uncertainties (Q313632) (← links)
• Legendre wavelets Galerkin method for solving nonlinear stochastic integral equations (Q347332) (← links)
• A computational method for solving stochastic Itô-Volterra integral equations based on stochastic operational matrix for generalized hat basis functions (Q349193) (← links)
• Numerical approach for solving stochastic Volterra-Fredholm integral equations by stochastic operational matrix (Q356082) (← links)
• Numerical solution of nonlinear stochastic differential equations using the block pulse operational matrices (Q405484) (← links)
• A numerical method for solving \(m\)-dimensional stochastic itô-Volterra integral equations by stochastic operational matrix (Q418302) (← links)
• Mean square convergence of the numerical solution of random differential equations (Q493352) (← links)
• Numerical solution based on hat functions for solving nonlinear stochastic Itô Volterra integral equations driven by fractional Brownian motion (Q523653) (← links)
• A mean square chain rule and its application in solving the random Chebyshev differential equation (Q523684) (← links)
• Numerical solution of two-dimensional weakly singular stochastic integral equations on non-rectangular domains via radial basis functions (Q666815) (← links)
• An iterative technique for the numerical solution of nonlinear stochastic Itô-Volterra integral equations (Q679576) (← links)
• An efficient computational method for solving nonlinear stochastic Itô integral equations: application for stochastic problems in physics (Q728921) (← links)
• Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (Q738526) (← links)
• Modeling the lake eutrophication stochastic ecosystem and the research of its stability (Q1644663) (← links)
• Numerical solution of a stochastic population growth model in a closed system (Q1648714) (← links)
• Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing (Q1676023) (← links)
• Extending the deterministic Riemann-Liouville and Caputo operators to the random framework: A mean square approach with applications to solve random fractional differential equations (Q1677783) (← links)
• Numerical solution based on hybrid of block-pulse and parabolic functions for solving a system of nonlinear stochastic Itô-Volterra integral equations of fractional order (Q1713098) (← links)
• Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties (Q1713837) (← links)
• On the random gamma function: theory and computing (Q1743926) (← links)
• Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions (Q1930997) (← links)
• Wavelets method for solving nonlinear stochastic Itô-Volterra integral equations (Q1986057) (← links)
• Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus (Q2010669) (← links)
• From backward approximations to Lagrange polynomials in discrete advection-reaction operators (Q2020153) (← links)
• Numerical solution of stochastic Itô-Volterra integral equations based on Bernstein multi-scaling polynomials (Q2057392) (← links)
• An approximate solution for stochastic Burgers' equation driven by white noise (Q2085012) (← links)
• An approximation method for stochastic heat equation driven by white noise (Q2101361) (← links)
• Numerical solution of two-dimensional stochastic Fredholm integral equations on hypercube domains via meshfree approach (Q2175826) (← links)
• Stochastic differential equations with imprecisely defined parameters in market analysis (Q2318603) (← links)
• Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation (Q2424070) (← links)
• A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis (Q2632922) (← links)
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• (Q4627601) (← links)
• Numerical method for solving linear stochasticIto--Volterra integral equations driven by fractional Brownian motion using hat functions (Q4633300) (← links)
• Solving Ito integral equations with time delay via basis functions (Q5859021) (← links)
• Numerical solution of linear stochastic Volterra integral equations via new basis functions (Q5864395) (← links)
• Numerical Solution of Shrödinger Equations Based on the Meshless Methods (Q5881382) (← links)
• Euler scheme for solving a class of stochastic differential variational inequalities with some applications (Q6059017) (← links)
• Numerical solution of variable‐order stochastic fractional integro‐differential equation with a collocation method based on Müntz–Legendre polynomial (Q6087659) (← links)
• Approximate solution of two dimensional linear and nonlinear stochastic Itô-Volterra integral equations via meshless scheme (Q6102948) (← links)
• NUMERICAL SOLUTION OF PERSISTENT PROCESSES-BASED FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS (Q6114646) (← links)
• An algorithm to estimate parameter in Müntz-Legendre polynomial approximation for the numerical solution of stochastic fractional integro-differential equation (Q6138370) (← links)
• A mathematical modeling and numerical study for stochastic Fisher–SI model driven by space uniform white noise (Q6143590) (← links)
• Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations (Q6562607) (← links)
• Numerical solution of stochastic Volterra integral equations based on uniform Haar wavelets by using direct method (Q6650896) (← links)