Some moment estimates for new semi-implicit split-step methods

Burhaneddin Izgi; Coşkun Çetin

doi:10.1063/1.4981689

Some moment estimates for new semi-implicit split-step methods

Burhaneddin Izgi
, Coşkun Çetin^*

^*Bu çalışma için yazışmadan sorumlu yazar

Matematik Bölümü

California State University

Araştırma çıktısı: Kitap/Rapor/Konferans Bildirisinde Bölüm › Konferans katkısı › Hakemli

4 Atıf (Scopus)

Özet

In this work, we introduce alternative numerical procedures based on a combination of split-step and partially implicit methods to solve a class of nonlinear stochastic differential equation that arise from certain physical and financial applications. Considering certain monotonicity and polynomial growth conditions, we focus on the moment estimates of both the actual and the numerical solutions of a generalized version of stochastic Ginzburg-Landau equations.

Orijinal dil	İngilizce
Ana bilgisayar yayını başlığı	II. International Conference on Advances in Natural and Applied Sciences, ICANAS 2017
Editörler	Ahmet Ocak Akdemir, Alper Ekinci, Ibrahim Han, Aykut Oztekin, Erhan Set, Fatih Dadasoglu, Kenan Karagoz
Yayınlayan	American Institute of Physics Inc.
ISBN (Elektronik)	9780735415034
DOI'lar	https://doi.org/10.1063/1.4981689
Yayın durumu	Yayınlandı - 25 Nis 2017
Etkinlik	2nd International Conference on Advances in Natural and Applied Sciences, ICANAS 2017 - Antalya, Türkiye Süre: 18 Nis 2017 → 21 Nis 2017

Yayın serisi

Adı	AIP Conference Proceedings
Hacim	1833
ISSN (Basılı)	0094-243X
ISSN (Elektronik)	1551-7616

???event.eventtypes.event.conference???

???event.eventtypes.event.conference???	2nd International Conference on Advances in Natural and Applied Sciences, ICANAS 2017
Ülke/Bölge	Türkiye
Şehir	Antalya
Periyot	18/04/17 → 21/04/17

Bibliyografik not

Publisher Copyright:
© 2017 Author(s).

Belgeye Erişim

10.1063/1.4981689

Diğer Dosyalar ve Linkler

Link to publication in Scopus

Alıntı Yap

Izgi, B., & Çetin, C. (2017). Some moment estimates for new semi-implicit split-step methods. In A. O. Akdemir, A. Ekinci, I. Han, A. Oztekin, E. Set, F. Dadasoglu, & K. Karagoz (Eds.), II. International Conference on Advances in Natural and Applied Sciences, ICANAS 2017 Makale 020041 (AIP Conference Proceedings; Hac. 1833). American Institute of Physics Inc.. https://doi.org/10.1063/1.4981689

Izgi, Burhaneddin ; Çetin, Coşkun. / Some moment estimates for new semi-implicit split-step methods. II. International Conference on Advances in Natural and Applied Sciences, ICANAS 2017. editör / Ahmet Ocak Akdemir ; Alper Ekinci ; Ibrahim Han ; Aykut Oztekin ; Erhan Set ; Fatih Dadasoglu ; Kenan Karagoz. American Institute of Physics Inc., 2017. (AIP Conference Proceedings).

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title = "Some moment estimates for new semi-implicit split-step methods",

abstract = "In this work, we introduce alternative numerical procedures based on a combination of split-step and partially implicit methods to solve a class of nonlinear stochastic differential equation that arise from certain physical and financial applications. Considering certain monotonicity and polynomial growth conditions, we focus on the moment estimates of both the actual and the numerical solutions of a generalized version of stochastic Ginzburg-Landau equations.",

author = "Burhaneddin Izgi and Co{\c s}kun {\c C}etin",

note = "Publisher Copyright: {\textcopyright} 2017 Author(s).; 2nd International Conference on Advances in Natural and Applied Sciences, ICANAS 2017 ; Conference date: 18-04-2017 Through 21-04-2017",

year = "2017",

month = apr,

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doi = "10.1063/1.4981689",

language = "English",

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publisher = "American Institute of Physics Inc.",

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Izgi, B & Çetin, C 2017, Some moment estimates for new semi-implicit split-step methods. in AO Akdemir, A Ekinci, I Han, A Oztekin, E Set, F Dadasoglu & K Karagoz (eds), II. International Conference on Advances in Natural and Applied Sciences, ICANAS 2017., 020041, AIP Conference Proceedings, hac. 1833, American Institute of Physics Inc., 2nd International Conference on Advances in Natural and Applied Sciences, ICANAS 2017, Antalya, Türkiye, 18/04/17. https://doi.org/10.1063/1.4981689

Some moment estimates for new semi-implicit split-step methods. / Izgi, Burhaneddin; Çetin, Coşkun.
II. International Conference on Advances in Natural and Applied Sciences, ICANAS 2017. ed. / Ahmet Ocak Akdemir; Alper Ekinci; Ibrahim Han; Aykut Oztekin; Erhan Set; Fatih Dadasoglu; Kenan Karagoz. American Institute of Physics Inc., 2017. 020041 (AIP Conference Proceedings; Hac. 1833).

Araştırma çıktısı: Kitap/Rapor/Konferans Bildirisinde Bölüm › Konferans katkısı › Hakemli

TY - GEN

T1 - Some moment estimates for new semi-implicit split-step methods

AU - Izgi, Burhaneddin

AU - Çetin, Coşkun

PY - 2017/4/25

Y1 - 2017/4/25

N2 - In this work, we introduce alternative numerical procedures based on a combination of split-step and partially implicit methods to solve a class of nonlinear stochastic differential equation that arise from certain physical and financial applications. Considering certain monotonicity and polynomial growth conditions, we focus on the moment estimates of both the actual and the numerical solutions of a generalized version of stochastic Ginzburg-Landau equations.

AB - In this work, we introduce alternative numerical procedures based on a combination of split-step and partially implicit methods to solve a class of nonlinear stochastic differential equation that arise from certain physical and financial applications. Considering certain monotonicity and polynomial growth conditions, we focus on the moment estimates of both the actual and the numerical solutions of a generalized version of stochastic Ginzburg-Landau equations.

UR - https://www.scopus.com/pages/publications/85019217080

U2 - 10.1063/1.4981689

DO - 10.1063/1.4981689

M3 - Conference contribution

AN - SCOPUS:85019217080

T3 - AIP Conference Proceedings

BT - II. International Conference on Advances in Natural and Applied Sciences, ICANAS 2017

A2 - Akdemir, Ahmet Ocak

A2 - Ekinci, Alper

A2 - Han, Ibrahim

A2 - Oztekin, Aykut

A2 - Set, Erhan

A2 - Dadasoglu, Fatih

A2 - Karagoz, Kenan

PB - American Institute of Physics Inc.

T2 - 2nd International Conference on Advances in Natural and Applied Sciences, ICANAS 2017

Y2 - 18 April 2017 through 21 April 2017

ER -

Some moment estimates for new semi-implicit split-step methods

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