TY  - JOUR
TI  - Qualitative behavior of stiff ODEs through a stochastic approach
AB  - In the last few decades, stiff differential equations have attracted a great deal ofinterest from academic society, because much of the real life is covered by stiffbehavior. In addition to importance of producing model equations, capturing anexact behavior of the problem by dealing with a solution method is also handlingissue. Although there are many explicit and implicit numerical methods for solvingthem, 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. Inthis respect, this study aims at analyzing stiff processes through stochasticapproaches. Thus, a Monte Carlo based algorithm has been presented for solvingsome stiff ordinary differential equations and system of stiff linear ordinarydifferential equations. The produced results have been qualitatively andquantitatively discussed.
AU  - Sari, Murat
AU  - Coşgun, Tahir
AU  - Uslu, Hande
DO  - 10.11121/ijocta.01.2020.00829
PY  - 2020
JO  - An International Journal of Optimization and Control: Theories & Applications (IJOCTA)
VL  - 10
IS  - 2
SN  - 2146-0957
SP  - 181
EP  - 187
DB  - TRDizin
UR  - http://search/yayin/detay/369835
ER  -