242 citations · 629 across the 42 of their papers we have counts for
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Generalized weakly corrected Milstein solutions to stochastic differential equations
Tapas Tripura, Budhaditya Hazra, Souvik Chakraborty
In this work, weakly corrected explicit, semi-implicit and implicit Milstein approximations are presented for the solution of nonlinear stochastic differential equations. The solut…
A change of measure enhanced near exact Euler Maruyama scheme for the solution to nonlinear stochastic dynamical systems
Tapas Tripura, Mohammad Imran, Budhaditya Hazra +1
The present study utilizes the Girsanov transformation based framework for solving a nonlinear stochastic dynamical system in an efficient way in comparison to other available appr…
Threshold shift method for reliability-based design optimization
Somdatta Goswami, Souvik Chakraborty, Rajib Chowdhury +1
We present a novel approach, referred to as the 'threshold shift method' (TSM), for reliability based design optimization (RBDO). The proposed approach is similar in spirit with th…