In this paper, we present two numerical schemes based on the Euler method that can
provide a suitable approximation for the solutions of Itô stochastic differential equations. The …

In current work, an exponential split-step double balanced ϑ Milstein scheme has been
suggested for SODEs with locally Lipschitz continuous coefficients. We have been …

The aim of this study is to present a novel application of Levenberg–Marquardt
backpropagation (LMB) to investigate numerically the solution of functional differential …

The present paper focuses on the improving split-step forward methods to solve of stiff
stochastic differential equations of Itô type. These methods are based on the exponential …

The dynamics of viral infection within-plant hosts are of critical importance for characterizing
the prevalence and impact of plant diseases. However, few mathematical modeling efforts …

Interacting species systems have complex dynamics that are often subject to change due to
internal and external factors. Quantitative modelling approaches to capture demographic …

In this paper, we first prove the existence and uniqueness of the solution to a variable-order
Caputo–Fabrizio fractional stochastic differential equation driven by a multiplicative white …

The paper aims to obtain the convergence and mean-square (MS) stability analysis of the
1.5 strong-order stochastic Runge–Kutta (SRK) methods for the It ̂ oo^ multi-dimensional …

In this paper, a family of arbitrary high order quadratic invariants and energy conservation
parametric stochastic partitioned Runge-Kutta methods (SPRK) are constructed for …

In this paper, we provide a semi-implicit scheme based on the Euler–Maruyama method to
study second-order stochastic systems driven by multiplicative independent additive noises …