The present study utilizes the Girsanov transformation-based framework for solving a
nonlinear stochastic dynamical system in an efficient way in comparison with other available …

We propose new numerical methods with adding a modified ordinary differential equation
solver to the Milstein methods for solution of stiff stochastic systems. We study a general form …

In this paper, we present a family of stochastic theta methods modified by ODEs solvers for
stochastic differential equations. This class of methods constructed by adding error …

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 …

A new category of the split-step Euler-Maruyama types schemes are constructed to study the
stochastic differential systems. Under given conditions, we analyze the mean-square …

In this paper, we construct a two-stage truncated Runge–Kutta (TSRK2) method for highly
nonlinear stochastic differential equations (SDEs) with non-global Lipschitz coefficients …

Discrete Temimi-Ansari method for solving a class of stochastic nonlinear differential
equations Page 1 AIMS Mathematics, 7(4): 5093–5105. DOI: 10.3934/math.2022283 …

We introduce two approaches by modifying split-step exponential schemes to study
stochastic differential equations. Under the Lipschitz condition and linear-growth bounds, it …

In this paper, we provide a full probabilistic study of the random autonomous linear
differential equation with discrete delay τ> 0 τ> 0: x'(t)= ax (t)+ bx (t-τ) x′(t)= ax (t)+ bx (t-τ), t …

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 …