Improvement of Split-Step Forward Milstein Schemes for SODEs Arising in Mathematical Physics

Split-step Forward Milstein Method for Stochastic Differential Equations

In this paper, we consider the problem of computing numerical solutions for stochastic differential equations (SDEs) of Itô form. A fully explicit method, the split-step forward Milstein (SSFM) method, is constructed for solving SDEs. It is proved that the SSFM method is convergent with strong order γ = 1 in the mean-square sense. The analysis of stability shows that the mean-square stability p...

Numerical solution of stochastic SIR model via split – step forward Milstein method

The SIR infections disease model is an important biologic model. In this paper, the split-step forward Milstein method, is used for solving numerically stochastic SIR model. The stability of this method is better than the Milsteins methods.

Convergence and Stability of the Split-Step θ-Milstein Method for Stochastic Delay Hopfield Neural Networks

and Applied Analysis 3 Now we give the definition of local and global errors. Definition 1. Let x(t) denote the exact solution of (1). The local approximate solution x̃(t k+1 ) starting from x(t k ) by SSTM (2) given by x̃ (t k+1 ) := x (t k ) + Λ (x (t k ) , ?̃? (t k ) , h, ΔW k ) , (9) where ?̃?(t k ) denotes the evaluation of (3) using the exact solution, yields the difference δ k+1 := x (t k+1 ...

application of upfc based on svpwm for power quality improvement

در سالهای اخیر،اختلالات کیفیت توان مهمترین موضوع می باشد که محققان زیادی را برای پیدا کردن راه حلی برای حل آن علاقه مند ساخته است.امروزه کیفیت توان در سیستم قدرت برای مراکز صنعتی،تجاری وکاربردهای بیمارستانی مسئله مهمی می باشد.مشکل ولتاژمثل شرایط افت ولتاژواضافه جریان ناشی از اتصال کوتاه مدار یا وقوع خطا در سیستم بیشتر مورد توجه می باشد. برای مطالعه افت ولتاژ واضافه جریان،محققان زیادی کار کرده ...

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