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- W2512230225 abstract "The main object of this work is to provide a technical way that permits the choice of the most accurate numerical method to simulate nonlinear SDE where no analytical solution is available. In particular, numerical solution of the deterministic duffing -oscillator and stochastic Duffing-oscillator is given in a numerical way. An easy and useful introduction to numerical methods for stochastic differential equations is given. Moreover, we use different numerical methods. We solve nonlinear stochastic differential equations and we simulate stochastic process. Also, in this study, we calculate errors. As a result, this gives criterions for the choice of the efficient method. After the method is pointed out it is implemented to solve the Duffing-oscillator without noise and with noise. 230 Baazaoui Riadh and Habib Ouerdiane" @default.
- W2512230225 created "2016-09-16" @default.
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- W2512230225 date "2014-01-01" @default.
- W2512230225 modified "2023-09-24" @default.
- W2512230225 title "A comparative study of numerical simulation of stochastic differential equations. Application to stochastic Duffing-oscillator" @default.
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- W2512230225 doi "https://doi.org/10.12988/ijma.2014.27188" @default.
- W2512230225 hasPublicationYear "2014" @default.
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