Article history: Received 22 May 2009 Received in revised form 13 September 2009 Accepted 15 September 2009 Available online 19 September 2009 Communicated by A.R. Bishop PACS: 02.30.Jr 02.60.Cb 02.60.Lj

in this article we have considered a non-standard finite difference method for the solution of second order  fredholm integro differential equation type initial value problems. the non-standard finite difference method and the composite trapezoidal quadrature method is used to transform the fredholm integro-differential equation into a system of equations. we have also developed a numerical met...

nonlinear difference equations of higher order are important in applications; such equations appear naturally as discrete analogues of differential and delay differential equations which model various diverse phenomena in biology, ecology, economics, physics and engineering. the study of dynamical properties of such equations is of great importance in many areas. the autonomous difference equat...

in this paper, we propose a new method for solving the stochastic advection-diffusion equation of ito type. in this work, we use a compact finite difference approximation for discretizing spatial derivatives of the mentioned equation and semi-implicit milstein scheme for the resulting linear stochastic system of differential equation. the main purpose of this paper is the stability investigatio...