Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations

Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations

Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or...

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Main Authors: E. Fredericks, F. M. Mahomed
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2012/263570
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spelling doaj-9fb01366323c49c28d708abbdcbd4e772020-11-25T00:46:10ZengHindawi LimitedJournal of Applied Mathematics1110-757X1687-00422012-01-01201210.1155/2012/263570263570Symmetries of th-Order Approximate Stochastic Ordinary Differential EquationsE. Fredericks0F. M. Mahomed1Department of Mathematics and Applied Mathematics, University of Cape Town, Room 310.1, Rondebosch 7700, South AfricaCentre for Differential Equations, Continuum Mechanics and Applications, School of Computational and Applied Mathematics, University of the Witwatersrand, Johannesburg 2050, South AfricaSymmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.http://dx.doi.org/10.1155/2012/263570
collection DOAJ
language English
format Article
sources DOAJ
author E. Fredericks
F. M. Mahomed
spellingShingle E. Fredericks
F. M. Mahomed
Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
Journal of Applied Mathematics
author_facet E. Fredericks
F. M. Mahomed
author_sort E. Fredericks
title Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
title_short Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
title_full Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
title_fullStr Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
title_full_unstemmed Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
title_sort symmetries of th-order approximate stochastic ordinary differential equations
publisher Hindawi Limited
series Journal of Applied Mathematics
issn 1110-757X
1687-0042
publishDate 2012-01-01
description Symmetries of th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.
url http://dx.doi.org/10.1155/2012/263570
work_keys_str_mv AT efredericks symmetriesofthorderapproximatestochasticordinarydifferentialequations
AT fmmahomed symmetriesofthorderapproximatestochasticordinarydifferentialequations
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