Open AccessQualitative behavior of stiff ODEs through a stochastic approach
Author(s) -
Hande Uslu,
Murat Sarı,
Tahir Coşgun
Publication year - 2020
Publication title -
an international journal of optimization and control: theories and applications/e-an international journal of optimization and control: theories and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.287
H-Index - 6
eISSN - 2146-5703
pISSN - 2146-0957
DOI - 10.11121/ijocta.01.2020.00829
Subject(s) - 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 , mathematics , differential algebraic equation , mathematical analysis
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.