2 papers
math.NA2024
Generalized Finite Difference Method for Solving Stochastic Diffusion Equations
Faezeh Nassajian Mojarrad
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving…
math.NA2024
A new approximation method for solving stochastic differential equations
Faezeh Nassajian Mojarrad
We present a novel solution method for Itô stochastic differential equations (SDEs). We subdivide the time interval into sub-intervals, then we use the quadratic polynomials for t…