UMP Institutional Repository

Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system

Noor Amalina Nisa, Ariffin and Norhayati, Rosli and Mazma Syahidatul Ayuni, Mazlan and Adam, Samsudin (2017) Performance of stochastic Runge-Kutta Methods in approximating the solution of stochastic model in biological system. In: Journal of Physics: Conference Series, 1st International Conference on Applied & Industrial Mathematics and Statistics 2017 (ICoAIMS 2017), 8-10 August 2017 , Kuantan, Pahang, Malaysia. pp. 1-7., 890 (012083). ISSN 1742-6596

[img]
Preview
Pdf
IOP.pdf
Available under License Creative Commons Attribution.

Download (379kB) | Preview

Abstract

Recently, modelling the biological systems by using stochastic differential equations (SDEs) are becoming an interest among researchers. In SDEs the random fluctuations are taking into account, which resulting to the complexity of finding the exact solution of SDEs and contribute to the increasing number of research focusing in finding the best numerical approach to solve the systems of SDEs. This paper will examine the performance of 4-stage stochastic Runge-Kutta (SRK4) and specific stochastic Runge-Kutta (SRKS) methods with order 1.5 in approximating the solution of stochastic model in biological system. A comparative study of SRK4 and SRKS method will be presented in this paper. The non-linear biological model will be used to examine the performance of both methods and the result of numerical experiment will be discussed.

Item Type: Conference or Workshop Item (Lecture)
Uncontrolled Keywords: stochastic differential equations (SDEs); stochastic Runge-Kutta (SRKS)
Subjects: Q Science > QA Mathematics
Faculty/Division: Faculty of Industrial Sciences And Technology
Depositing User: Dr. Norhayati Rosli
Date Deposited: 06 Aug 2018 04:33
Last Modified: 06 Aug 2018 04:33
URI: http://umpir.ump.edu.my/id/eprint/20730
Download Statistic: View Download Statistics

Actions (login required)

View Item View Item