Investigation on Ginzburg-Landau equation via a tested approach to benchmark stochastic Davis-Skodje system

Nouri, Kazem; Ranjbar, Hassan; Băleanu, Dumitru; Torkzadeh, Leila

doi:10.1016/j.aej.2021.04.040

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Cited by 10 publications

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“…Yin and Gan [28] constructed an error-corrected Milstein scheme by arming the Milstein method with an error correction term. Nouri et al [29] developed and applied a new explicit split-step Milstein method for sti SODEs such as the stochastic Davis-Skodje system. ese explicit numerical methods have a broad stability region, so they have been proposed to solve sti SODEs.…”

Section: Introductionmentioning

confidence: 99%

Improvement of Split-Step Forward Milstein Schemes for SODEs Arising in Mathematical Physics

Ranjbar

Nouri

Torkzadeh

2022

Mathematical Problems in Engineering

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In the present investigation, new explicit approaches by the Milstein method and increment function of the Jacobian derivative of the drift coefficient are designed. Several numerical tests such as Cox–Ingersoll–Ross process, stochastic Brusselator, and Davis-Skodje system are presented to illustrate the accuracy and the efficiency of our schemes. Furthermore, we show that the strong convergence rate of our procedures is approximately one.

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Section: Introductionmentioning

confidence: 99%