Abstract
In this paper, a numerical approach is proposed based on the variation-of-constants formula for the numerical discretization Langevin-type equations. Linear and non-linear cases are treated separately. The proofs of convergence have been provided for the linear case, and the numerical implementation has been executed for the non-linear case. The order one convergence for the numerical scheme has been shown both theoretically and numerically. The stability of the numerical scheme has been shown numerically and depicted graphically.
Keywords
Discretization
Mathematics
Convergence (economics)
Numerical analysis
Numerical stability
Type (biology)
Applied mathematics
Stability (learning theory)
Scheme (mathematics)
Mathematical analysis
Computer science
Subject Areas
Mathematical Biology Tumor Growth
·Modeling and Simulation ·Physical Sciences
Gene Regulatory Network Analysis
·Molecular Biology ·Life Sciences
stochastic dynamics and bifurcation
·Statistical and Nonlinear Physics ·Physical Sciences
Citations by Year
2020: 1
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