TY - JOUR
T1 - Qualitative behavior of stiff ODEs through a stochastic approach
AU - Uslu, Hande
AU - Sari, Murat
AU - Cosgun, Tahir
N1 - Publisher Copyright:
© 2020 Balikesir University. All rights reserved.
PY - 2020
Y1 - 2020
N2 - 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.
AB - 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.
KW - Monte Carlo method
KW - Stiff differential equation
KW - Stochastic approach
UR - http://www.scopus.com/inward/record.url?scp=85091407846&partnerID=8YFLogxK
U2 - 10.11121/IJOCTA.01.2020.00829
DO - 10.11121/IJOCTA.01.2020.00829
M3 - Article
AN - SCOPUS:85091407846
SN - 2146-0957
VL - 10
SP - 181
EP - 187
JO - International Journal of Optimization and Control: Theories and Applications
JF - International Journal of Optimization and Control: Theories and Applications
IS - 2
ER -