This paper aims to design new families of balanced-Euler approximation schemes for the solutions stiff stochastic differential systems. To prove mean-square convergence, we use some fundamental inequalities such as global Lipschitz condition and linear growth bound. The meansquare stability properties our are analyzed. Also, numerical examples illustrate accuracy efficiency proposed schemes.

We introduce a new family of explicit integrators for stiff Itô stochastic differential equations (SDEs) of weak order two. These numerical methods belong to the class of onestep stabilized methods with extended stability domains and do not suffer from stepsize reduction that standard explicit methods face. The family is based on the classical stabilized methods of order two for deterministic p...

Implicit integration factor (IIF) methods were developed in the literature for solving time-dependent stiff partial differential equations (PDEs). Recently, IIF methods are combined with weighted essentially non-oscillatory (WENO) schemes in [Jiang and Zhang, Journal of Computational Physics, 253 (2013) 368-388] to efficiently solve stiff nonlinear advection-diffusion-reaction equations. The me...

Abstract We apply a robust steady state optimization method for stiff delay differential equations to the economic of fluidized catalytic cracking unit. Stiff systems appear in this case due different time scales gas and fluid phase. Delays result from catalyst hold-ups standpipes connecting riser regenerator. show that proposed can cope with stiffness delays. Moreover, is capable simultaneousl...