Spatio-temporal numerical modeling of stochastic predator-prey model

MW Yasin, N Ahmed, MS Iqbal, A Raza, M Rafiq… - Scientific Reports, 2023 - nature.com
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 …

[PDF][PDF] Numerical approximations of stochastic Gray–Scott model with two novel schemes

X Wang, MW Yasin, N Ahmed, M Rafiq, M Abbas - Aims Math, 2023 - aimspress.com
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 …

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 …

numerical study of the reaction diffusion prey–predator model having Holling II Increasing Function in the predator under noisy environment

MW Yasin, N Ahmed, J Saeed, A Raza, M Rafiq… - Journal of Nonlinear …, 2024 - Springer
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 …

A numerical method for solving hyperbolic partial differential equations with piecewise constant arguments and variable coefficients

M Esmailzadeh, HS Najafi… - Journal of Difference …, 2021 - Taylor & Francis
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 …

A Weighted average finite difference scheme for the numerical solution of stochastic parabolic partial differential equations

D Baleanu, M Namjoo, A Mohebbian, A Jajarmi - 2023 - earsiv.cankaya.edu.tr
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 …

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 …

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 …

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 …