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Author(s):
Alfredo Parra Hinojosa and Tobias Neckel 
Title:
K-RODE-Taylor schemes of order 3 and 4 for the Kanai-Tajimi earthquake model 
Abstract:
Random ordinary differential equations (RODEs) represent an alternative way to formulate many stochastic ordinary differential equations (SODEs). RODEs allow us to rewrite SODEs in terms most scientists are familiar with, namely as a special type of ODEs. For the numerical solution of RODEs, different approaches have been proposed, such as averaged methods or K-RODE-Taylor schemes. K-RODE-Taylor schemes allow for higher-order discretisations at the prize of more complex, recursive formulat...    »
 
Keywords:
random ordinary differential equations, Ornstein-Uhlenbeck process, Kanai-Tajimi earthquake model 
Year:
2015 
Language:
en