Spatio-temporal numerical modeling of stochastic predator-prey model
In this article, the ratio-dependent prey-predator system perturbed with time noise is
numerically investigated. It relates to the population densities of the prey and predator in an …
numerically investigated. It relates to the population densities of the prey and predator in an …
[PDF][PDF] Numerical approximations of stochastic Gray–Scott model with two novel schemes
This article deals with coupled nonlinear stochastic partial differential equations. It is a
reaction-diffusion system, known as the stochastic Gray-Scott model. The numerical …
reaction-diffusion system, known as the stochastic Gray-Scott model. The numerical …
Stochastic heat equation: numerical positivity and almost surely exponential stability
X Yang, Z Yang, C Zhang - Computers & Mathematics with Applications, 2022 - Elsevier
In this paper, the numerical positivity and almost surely exponential stability of the stochastic
heat equation are discussed. The finite difference method and the split-step backward Euler …
heat equation are discussed. The finite difference method and the split-step backward Euler …
numerical study of the reaction diffusion prey–predator model having Holling II Increasing Function in the predator under noisy environment
The current study deals with the stochastic diffusive prey–predator model with Holling II
increasing function in the predator. As it is a population dynamics its population can be …
increasing function in the predator. As it is a population dynamics its population can be …
A numerical method for solving hyperbolic partial differential equations with piecewise constant arguments and variable coefficients
This article deals with hyperbolic partial differential equations with piecewise constant
arguments and variable coefficients. This study, therefore, with the aid of the finite difference …
arguments and variable coefficients. This study, therefore, with the aid of the finite difference …
A Weighted average finite difference scheme for the numerical solution of stochastic parabolic partial differential equations
In the present paper, the numerical solution of Itô type stochastic parabolic equation with a
time white noise process is imparted based on a stochastic finite difference scheme. At the …
time white noise process is imparted based on a stochastic finite difference scheme. At the …
NUMERICAL SOLUTIONS FOR A CLASS OF STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS.
M Karami, A Mohebbian, S Razaghian… - Journal of Mahani …, 2024 - search.ebscohost.com
The aim of this manuscript is to introduce and analyze a stochastic finite difference scheme
for Itô stochastic partial differential equations. We also discuss the consistency, stability, and …
for Itô stochastic partial differential equations. We also discuss the consistency, stability, and …
Upwind Implicit Scheme for the Numerical Solution of Stochastic Advection–Diffusion Partial Differential Equations
M Namjoo, M Aminian, A Mohebbian… - … Solutions for Nonlinear …, 2024 - ansne.du.ac.ir
Stochastic partial differential equations (SPDEs) are significant in various fields such as
epidemiology, mechanics, microelectronics, chemistry, and finance. Obtaining analytical …
epidemiology, mechanics, microelectronics, chemistry, and finance. Obtaining analytical …
Numerical solution of stochastic time fractional heat transfer equation with additive noise
A Mourya, K Takale, S Gaikwad - J. Math. Comput. Sci., 2021 - scik.org
In the present paper, we developed an explicit finite difference scheme for stochastic time
fractional heat transfer equation. Furthermore, we proved the conditional stability of the …
fractional heat transfer equation. Furthermore, we proved the conditional stability of the …