dc.contributor.author | Şengül, Süleyman | |
dc.contributor.author | Bekiryazıcı, Zafer | |
dc.contributor.author | Merdan, Mehmet | |
dc.date.accessioned | 2022-08-07T10:59:08Z | |
dc.date.available | 2022-08-07T10:59:08Z | |
dc.date.issued | 2021 | en_US |
dc.identifier.citation | Sengul, S., Bekiryazici, Z. & Merdan, M. (2021). Wong-Zakai method for stochastic differential equations in engineering. Thermal Science, 25(1), S131-S142. https://doi.org/10.2298/TSCI200528014S | en_US |
dc.identifier.issn | 0354-9836 | |
dc.identifier.issn | 2334-7163 | |
dc.identifier.uri | https://doi.org/10.2298/TSCI200528014S | |
dc.identifier.uri | https://hdl.handle.net/11436/6298 | |
dc.description.abstract | In this paper, Wong-Zakai approximation methods are presented for some stochastic differential equations in engineering sciences. Wong-Zakai approximate solutions of the equations are analyzed and the numerical results are compared with results from popular approximation schemes for stochastic differential equations such as Euler-Alartiyama and Milstein methods. Several differential equations from engineering problems containing stochastic noise are investigated as numerical examples. Results show that Wong-Zakai method is a reliable tool for studying stochastic differential equations and can he used as an alternative for the known approximation techniques for stochastic models. | en_US |
dc.language.iso | eng | en_US |
dc.publisher | Vinca Institute Nuclear Science | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Wong-Zakai approximation | en_US |
dc.subject | Stochastic differential equation | en_US |
dc.subject | Euler-Maruyama method | en_US |
dc.subject | Milstein method | en_US |
dc.subject | Solar irradiance | en_US |
dc.subject | Brownian motion | en_US |
dc.title | Wong-Zakai method for stochastic differential equations in engineering | en_US |
dc.type | article | en_US |
dc.contributor.department | RTEÜ, Fen - Edebiyat Fakültesi, Matematik Bölümü | en_US |
dc.contributor.institutionauthor | Şengül, Süleyman | |
dc.contributor.institutionauthor | Bekiryazıcı, Zafer | |
dc.identifier.doi | 10.2298/TSCI200528014S | en_US |
dc.identifier.volume | 25 | en_US |
dc.identifier.issue | 1 | en_US |
dc.identifier.startpage | S131 | en_US |
dc.identifier.endpage | S142 | en_US |
dc.relation.journal | Thermal Science | en_US |
dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |