English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

This paper presents an adaptive multiple-shooting method to solve stochasticmulti-point boundary value problems. The heuristic to choose the shootingpoints is based on separating the effects of drift and diffusion terms andcomparing the corresponding solution components with a pre-specified initialapproximation. Having obtained the mesh points, we solve the underlyingstochastic differential equation on each shooting interval with a first-orderstrongly-convergent stochastic Runge-Kutta method. We illustrate theeffectiveness of this approach on 1-dimentional and 2-dimentional test problemsand compare our results with other non-adaptive alternative techniques proposedin the literature.

On Adaptive Multiple-Shooting Method for Stochastic Multi-Point Boundary Value Problems