Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
نویسندگان
چکیده
منابع مشابه
Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
In the present investigation, numerical methods are developed for approximate solution of stochastic boundary-value problems. In particular, shooting methods are examined for numerically solving systems of Stratonovich boundary-value problems. It is proved that these methods accurately approximate the solutions of stochastic boundary-value problems. An error analysis of these methods is perform...
متن کاملShooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
In the present investigation, shooting methods are described for numerically solving nonlinear stochastic boundary-value problems. These stochastic shooting methods are analogous to standard shooting methods for numerical solution of ordinary deterministic boundary-value problems. It is shown that the shooting methods provide accurate approximations. An error analysis is performed and computati...
متن کاملA Consistent and Accurate Numerical Method for Approximate Numerical Solution of Two Point Boundary Value Problems
In this article we have proposed an accurate finite difference method for approximate numerical solution of second order boundary value problem with Dirichlet boundary conditions. There are numerous numerical methods for solving these boundary value problems. Some these methods are more efficient and accurate than others with some advantages and disadvantages. The results in experiment on model...
متن کاملEfficient Global Methods for the Numerical Solution of Nonlinear Systems of Two Point Boundary Value Problems
In this paper we will be concerned with numerical methods for the solution of nonlinear systems of two point boundary value problems in ordinary differential equations. In particular we will consider the question “which codes are currently available for solving these problems and which of these codes might we consider as being state of the art”. In answering these questions we impose the restri...
متن کاملSimple shooting-projection method for numerical solution of two-point Boundary Value Problems
This paper presents a novel shooting algorithm for solving two-point boundary value problems (BVPs) for differential equations of one independent variable. This algorithm includes the following steps: First, a shooting step is performed, in which a guess for the initial condition is made and a forward numerical integration of the differential equation is performed so that an Initial Value Probl...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Stochastic Analysis and Applications
سال: 2007
ISSN: 0736-2994,1532-9356
DOI: 10.1080/07362990601052227