Numerical modeling and Computational simulation of the SDE using C++ & FOTRAN 90 : Application in Fisheries management
نویسنده
چکیده
In the present paper an attempt is made for the solution of SDE (Stochastic differential equation ) using different numerical simulation . Here the four different technique has been adopt for the two test problem for the verification process . Main emphasis is given on the RKM (Runge kutta Method) in which the solution has minimum number of absolute error .i.e more accurate then other. some of the solution has been given in the literature which adopt directly. The RKM (Runge kutta Method) code for the generalized IVP problem in C++ and FORAN 90 is also presented given for the sake of convince to understand the simulation process. The comparative study is also shows the accuracy of the RKM (Runge kutta Method) simulation process. The application of the specific problem is also found in the field of Fisheries Management
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