Stochastic Diffusion Problems: Comparison Between Euler-Maruyama and Runge-Kutta Schemes
نویسنده
چکیده
Using a class of stochastic Euler and Runge-Kutta methods, we numerically solve a reaction-diffusion equation with additive random excitation. By discretizing the space and the associated stochastic differential system, we present a comparison of the diffusibility behaviors between the schemes above. The model presented here consists of reaction-diffusion equations describing the evolution of the concentration of a population, which we numerically solve using the method of lines. Numerical experiments and Results are given in a two dimensional space.
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