Discrete Temimi-Ansari method for solving a class of stochastic nonlinear differential equations

In this paper, a numerical method to solve a class of stochastic nonlinear differential equations is introduced. The proposed method is based on the Temimi-Ansari method. The special states of the four systems are studied to show that the proposed method is efficient and applicable. These systems ar...

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Bibliographic Details
Published inAIMS mathematics Vol. 7; no. 4; pp. 5093 - 5105
Main Authors Semary, Mourad S., Elbarawy, M. T. M., Fareed, Aisha F.
Format Journal Article
LanguageEnglish
Published AIMS Press 01.01.2022
Subjects
davis-skodje and brusselator systems
ginzburg-landau equation
langevin's equation
stochastic nonlinear differential equations
temimi-ansari method
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Summary:In this paper, a numerical method to solve a class of stochastic nonlinear differential equations is introduced. The proposed method is based on the Temimi-Ansari method. The special states of the four systems are studied to show that the proposed method is efficient and applicable. These systems are stochastic Langevin's equation, Ginzburg-Landau equation, Davis-Skodje, and Brusselator systems. The results clarify the accuracy and efficacy of the presented new method with no need for any restrictive assumptions for nonlinear terms.
ISSN:2473-6988
2473-6988
DOI:10.3934/math.2022283