An Ito-Taylor weak 3.0 method for stochastic dynamics of nonlinear systems

DOI10.1016/j.apm.2020.05.014zbMath1481.60131OpenAlexW3025923312MaRDI QIDQ2049749

Ankush Gogoi, Budhaditya Hazra, Tapas Tripura

Publication date: 27 August 2021

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2020.05.014

zbMATH Keywords

degradationIto-Taylor expansionautomated frameworkdegrading hysteresisorder 3.0 weak Taylor scheme

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Novel Girsanov correction based Milstein schemes for analysis of nonlinear multi-dimensional stochastic dynamical systems

Cites Work

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• Numerical methods for simulation of stochastic differential equations
• Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems
• Numerical methods for strong solutions of stochastic differential equations: an overview
• Itô-Taylor Schemes for Solving Mean-Field Stochastic Differential Equations

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