Armando Arciniega scite author profile

Abstract:In the present investigation, shooting methods are described for numerically solving nonlinear stochastic boundary-value problems. These stochastic shooting methods are analogous to standard shooting methods for numerical solution of ordinary deterministic boundary-value problems. It is shown that the shooting methods provide accurate approximations. An error analysis is performed and computational simulations are described.

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Rounding Error in Numerical Solution of Stochastic Differential Equations

Arciniega

Allen

2003

Stochastic Analysis and Applications

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Armando Arciniega

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Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems

Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems

Rounding Error in Numerical Solution of Stochastic Differential Equations

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