Journal Article

·2020 OPEN ACCESS

Qualitative behavior of stiff ODEs through a stochastic approach

Hande Uslu YTU , Murat Sarı YTU , Tahir Coşgun YTU

An International Journal of Optimization and Control Theories & Applications (IJOCTA)

Abstract

In the last few decades, stiff differential equations have attracted a great deal of interest from academic society, because much of the real life is covered by stiff behavior. In addition to importance of producing model equations, capturing an exact behavior of the problem by dealing with a solution method is also handling issue. Although there are many explicit and implicit numerical methods for solving them, those methods cannot be properly applied due to their computational time, computational error or effort spent for construction of a structure. Therefore, simulation techniques can be taken into account in capturing the stiff behavior. In this respect, this study aims at analyzing stiff processes through stochastic approaches. Thus, a Monte Carlo based algorithm has been presented for solving some stiff ordinary differential equations and system of stiff linear ordinary differential equations. The produced results have been qualitatively and quantitatively discussed.

Keywords

Ordinary differential equation Ode Backward differentiation formula Stiff equation Explicit and implicit methods Computer science Stochastic differential equation Differential equation Numerical methods for ordinary differential equations Applied mathematics Mathematics Differential algebraic equation Mathematical analysis

Subject Areas

Semiconductor materials and devices ·Electrical and Electronic Engineering ·Physical Sciences
Fluid Dynamics and Thin Films ·Computational Mechanics ·Physical Sciences
Advancements in Semiconductor Devices and Circuit Design ·Electrical and Electronic Engineering ·Physical Sciences

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