Search results for: complex non-linear partial differential equations
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 9419

Search results for: complex non-linear partial differential equations

9359 Solutions of Fractional Reaction-Diffusion Equations Used to Model the Growth and Spreading of Biological Species

Authors: Kamel Al-Khaled

Abstract:

Reaction-diffusion equations are commonly used in population biology to model the spread of biological species. In this paper, we propose a fractional reaction-diffusion equation, where the classical second derivative diffusion term is replaced by a fractional derivative of order less than two. Based on the symbolic computation system Mathematica, Adomian decomposition method, developed for fractional differential equations, is directly extended to derive explicit and numerical solutions of space fractional reaction-diffusion equations. The fractional derivative is described in the Caputo sense. Finally, the recent appearance of fractional reaction-diffusion equations as models in some fields such as cell biology, chemistry, physics, and finance, makes it necessary to apply the results reported here to some numerical examples.

Keywords: fractional partial differential equations, reaction-diffusion equations, adomian decomposition, biological species

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9358 Further Results on Modified Variational Iteration Method for the Analytical Solution of Nonlinear Advection Equations

Authors: A. W. Gbolagade, M. O. Olayiwola, K. O. Kareem

Abstract:

In this paper, further to our result on recent paper on the solution of nonlinear advection equations, we present further results on the nonlinear nonhomogeneous advection equations using a modified variational iteration method.

Keywords: lagrange multiplier, non-homogeneous equations, advection equations, mathematics

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9357 Nonhomogeneous Linear Second Order Differential Equations and Resonance through Geogebra Program

Authors: F. Maass, P. Martin, J. Olivares

Abstract:

The aim of this work is the application of the program GeoGebra in teaching the study of nonhomogeneous linear second order differential equations with constant coefficients. Different kind of functions or forces will be considered in the right hand side of the differential equations, in particular, the emphasis will be placed in the case of trigonometrical functions producing the resonance phenomena. In order to obtain this, the frequencies of the trigonometrical functions will be changed. Once the resonances appear, these have to be correlationated with the roots of the second order algebraic equation determined by the coefficients of the differential equation. In this way, the physics and engineering students will understand resonance effects and its consequences in the simplest way. A large variety of examples will be shown, using different kind of functions for the nonhomogeneous part of the differential equations.

Keywords: education, geogebra, ordinary differential equations, resonance

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9356 Magnetohydrodynamic (MHD) Flow of Cu-Water Nanofluid Due to a Rotating Disk with Partial Slip

Authors: Tasawar Hayat, Madiha Rashid, Maria Imtiaz, Ahmed Alsaedi

Abstract:

This problem is about the study of flow of viscous fluid due to rotating disk in nanofluid. Effects of magnetic field, slip boundary conditions and thermal radiations are encountered. An incompressible fluid soaked the porous medium. In this model, nanoparticles of Cu is considered with water as the base fluid. For Copper-water nanofluid, graphical results are presented to describe the influences of nanoparticles volume fraction (φ) on velocity and temperature fields for the slip boundary conditions. The governing differential equations are transformed to a system of nonlinear ordinary differential equations by suitable transformations. Convergent solution of the nonlinear system is developed. The obtained results are analyzed through graphical illustrations for different parameters. Moreover, the features of the flow and heat transfer characteristics are analyzed. It is found that the skin friction coefficient and heat transfer rate at the surface are highest in copper-water nanofluid.

Keywords: MHD nanofluid, porous medium, rotating disk, slip effect

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9355 Generalization of Tau Approximant and Error Estimate of Integral Form of Tau Methods for Some Class of Ordinary Differential Equations

Authors: A. I. Ma’ali, R. B. Adeniyi, A. Y. Badeggi, U. Mohammed

Abstract:

An error estimation of the integrated formulation of the Lanczos tau method for some class of ordinary differential equations was reported. This paper is concern with the generalization of tau approximants and their corresponding error estimates for some class of ordinary differential equations (ODEs) characterized by m + s =3 (i.e for m =1, s=2; m=2, s=1; and m=3, s=0) where m and s are the order of differential equations and number of overdetermination, respectively. The general result obtained were validated with some numerical examples.

Keywords: approximant, error estimate, tau method, overdetermination

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9354 A Novel Method for Solving Nonlinear Whitham–Broer–Kaup Equation System

Authors: Ayda Nikkar, Roghayye Ahmadiasl

Abstract:

In this letter, a new analytical method called homotopy perturbation method, which does not need small parameter in the equation is implemented for solving the nonlinear Whitham–Broer–Kaup (WBK) partial differential equation. In this method, a homotopy is introduced to be constructed for the equation. The initial approximations can be freely chosen with possible unknown constants which can be determined by imposing the boundary and initial conditions. Comparison of the results with those of exact solution has led us to significant consequences. The results reveal that the HPM is very effective, convenient and quite accurate to systems of nonlinear equations. It is predicted that the HPM can be found widely applicable in engineering.

Keywords: homotopy perturbation method, Whitham–Broer–Kaup (WBK) equation, Modified Boussinesq, Approximate Long Wave

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9353 Numerical Solutions of an Option Pricing Rainfall Derivatives Model

Authors: Clarinda Vitorino Nhangumbe, Ercília Sousa

Abstract:

Weather derivatives are financial products used to cover non catastrophic weather events with a weather index as the underlying asset. The rainfall weather derivative pricing model is modeled based in the assumption that the rainfall dynamics follows Ornstein-Uhlenbeck process, and the partial differential equation approach is used to derive the convection-diffusion two dimensional time dependent partial differential equation, where the spatial variables are the rainfall index and rainfall depth. To compute the approximation solutions of the partial differential equation, the appropriate boundary conditions are suggested, and an explicit numerical method is proposed in order to deal efficiently with the different choices of the coefficients involved in the equation. Being an explicit numerical method, it will be conditionally stable, then the stability region of the numerical method and the order of convergence are discussed. The model is tested for real precipitation data.

Keywords: finite differences method, ornstein-uhlenbeck process, partial differential equations approach, rainfall derivatives

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9352 Power Series Solution to Sliding Velocity in Three-Dimensional Multibody Systems with Impact and Friction

Authors: Hesham A. Elkaranshawy, Amr M. Abdelrazek, Hosam M. Ezzat

Abstract:

The system of ordinary nonlinear differential equations describing sliding velocity during impact with friction for a three-dimensional rigid-multibody system is developed. No analytical solutions have been obtained before for this highly nonlinear system. Hence, a power series solution is proposed. Since the validity of this solution is limited to its convergence zone, a suitable time step is chosen and at the end of it a new series solution is constructed. For a case study, the trajectory of the sliding velocity using the proposed method is built using 6 time steps, which coincides with a Runge-Kutta solution using 38 time steps.

Keywords: impact with friction, nonlinear ordinary differential equations, power series solutions, rough collision

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9351 Exploring Regularity Results in the Context of Extremely Degenerate Elliptic Equations

Authors: Zahid Ullah, Atlas Khan

Abstract:

This research endeavors to explore the regularity properties associated with a specific class of equations, namely extremely degenerate elliptic equations. These equations hold significance in understanding complex physical systems like porous media flow, with applications spanning various branches of mathematics. The focus is on unraveling and analyzing regularity results to gain insights into the smoothness of solutions for these highly degenerate equations. Elliptic equations, fundamental in expressing and understanding diverse physical phenomena through partial differential equations (PDEs), are particularly adept at modeling steady-state and equilibrium behaviors. However, within the realm of elliptic equations, the subset of extremely degenerate cases presents a level of complexity that challenges traditional analytical methods, necessitating a deeper exploration of mathematical theory. While elliptic equations are celebrated for their versatility in capturing smooth and continuous behaviors across different disciplines, the introduction of degeneracy adds a layer of intricacy. Extremely degenerate elliptic equations are characterized by coefficients approaching singular behavior, posing non-trivial challenges in establishing classical solutions. Still, the exploration of extremely degenerate cases remains uncharted territory, requiring a profound understanding of mathematical structures and their implications. The motivation behind this research lies in addressing gaps in the current understanding of regularity properties within solutions to extremely degenerate elliptic equations. The study of extreme degeneracy is prompted by its prevalence in real-world applications, where physical phenomena often exhibit characteristics defying conventional mathematical modeling. Whether examining porous media flow or highly anisotropic materials, comprehending the regularity of solutions becomes crucial. Through this research, the aim is to contribute not only to the theoretical foundations of mathematics but also to the practical applicability of mathematical models in diverse scientific fields.

Keywords: elliptic equations, extremely degenerate, regularity results, partial differential equations, mathematical modeling, porous media flow

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9350 Numerical Solution for Integro-Differential Equations by Using Quartic B-Spline Wavelet and Operational Matrices

Authors: Khosrow Maleknejad, Yaser Rostami

Abstract:

In this paper, semi-orthogonal B-spline scaling functions and wavelets and their dual functions are presented to approximate the solutions of integro-differential equations.The B-spline scaling functions and wavelets, their properties and the operational matrices of derivative for this function are presented to reduce the solution of integro-differential equations to the solution of algebraic equations. Here we compute B-spline scaling functions of degree 4 and their dual, then we will show that by using them we have better approximation results for the solution of integro-differential equations in comparison with less degrees of scaling functions.

Keywords: ıntegro-differential equations, quartic B-spline wavelet, operational matrices, dual functions

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9349 Numerical Treatment of Block Method for the Solution of Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

Discrete linear multistep block method of uniform order for the solution of first order Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs) is presented in this paper. The approach of interpolation and collocation approximation are adopted in the derivation of the method which is then applied to first order ordinary differential equations with associated initial conditions. The continuous hybrid formulations enable us to differentiate and evaluate at some grids and off – grid points to obtain four discrete schemes, which were used in block form for parallel or sequential solutions of the problems. Furthermore, a stability analysis and efficiency of the block method are tested on ordinary differential equations, and the results obtained compared favorably with the exact solution.

Keywords: block method, first order ordinary differential equations, hybrid, self-starting

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9348 Numerical Iteration Method to Find New Formulas for Nonlinear Equations

Authors: Kholod Mohammad Abualnaja

Abstract:

A new algorithm is presented to find some new iterative methods for solving nonlinear equations F(x)=0 by using the variational iteration method. The efficiency of the considered method is illustrated by example. The results show that the proposed iteration technique, without linearization or small perturbation, is very effective and convenient.

Keywords: variational iteration method, nonlinear equations, Lagrange multiplier, algorithms

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9347 Effect of Magnetic Field on Mixed Convection Boundary Layer Flow over an Exponentially Shrinking Vertical Sheet with Suction

Authors: S. S. P. M. Isa, N. M. Arifin, R. Nazar, N. Bachok, F. M. Ali, I. Pop

Abstract:

A theoretical study has been presented to describe the boundary layer flow and heat transfer on an exponentially shrinking sheet with a variable wall temperature and suction, in the presence of magnetic field. The governing nonlinear partial differential equations are converted into ordinary differential equations by similarity transformation, which are then solved numerically using the shooting method. Results for the skin friction coefficient, local Nusselt number, velocity profiles as well as temperature profiles are presented through graphs and tables for several sets of values of the parameters. The effects of the governing parameters on the flow and heat transfer characteristics are thoroughly examined.

Keywords: exponentially shrinking sheet, magnetic field, mixed convection, suction

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9346 Integral Image-Based Differential Filters

Authors: Kohei Inoue, Kenji Hara, Kiichi Urahama

Abstract:

We describe a relationship between integral images and differential images. First, we derive a simple difference filter from conventional integral image. In the derivation, we show that an integral image and the corresponding differential image are related to each other by simultaneous linear equations, where the numbers of unknowns and equations are the same, and therefore, we can execute the integration and differentiation by solving the simultaneous equations. We applied the relationship to an image fusion problem, and experimentally verified the effectiveness of the proposed method.

Keywords: integral images, differential images, differential filters, image fusion

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9345 A Coupled System of Caputo-Type Katugampola Fractional Differential Equations with Integral Boundary Conditions

Authors: Yacine Arioua

Abstract:

In this paper, we investigate the existence and uniqueness of solutions for a coupled system of nonlinear Caputo-type Katugampola fractional differential equations with integral boundary conditions. Based upon a contraction mapping principle, Schauders fixed point theorems, some new existence and uniqueness results of solutions for the given problems are obtained. For application, some examples are given to illustrate the usefulness of our main results.

Keywords: fractional differential equations, coupled system, Caputo-Katugampola derivative, fixed point theorems, existence, uniqueness

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9344 Integrable Heisenberg Ferromagnet Equations with Self-Consistent Potentials

Authors: Gulgassyl Nugmanova, Zhanat Zhunussova, Kuralay Yesmakhanova, Galya Mamyrbekova, Ratbay Myrzakulov

Abstract:

In this paper, we consider some integrable Heisenberg Ferromagnet Equations with self-consistent potentials. We study their Lax representations. In particular we derive their equivalent counterparts in the form of nonlinear Schr\"odinger type equations. We present the integrable reductions of the Heisenberg Ferromagnet Equations with self-consistent potentials. These integrable Heisenberg Ferromagnet Equations with self-consistent potentials describe nonlinear waves in ferromagnets with some additional physical fields.

Keywords: Heisenberg Ferromagnet equations, soliton equations, equivalence, Lax representation

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9343 A Variable Structural Control for a Flexible Lamina

Authors: Xuezhang Hou

Abstract:

A control problem of a flexible Lamina formulated by partial differential equations with viscoelastic boundary conditions is studied in this paper. The problem is written in standard form of linear infinite dimensional system in an appropriate energy Hilbert space. The semigroup approach of linear operators is adopted in investigating wellposedness of the closed loop system. A variable structural control for the system is proposed, and meanwhile an equivalent control method is applied to the thin plate system. A significant result on control theory that the thin plate can be approximated by ideal sliding mode in any accuracy in terms of semigroup approach is obtained.

Keywords: partial differential equations, flexible lamina, variable structural control, semigroup of linear operators

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9342 Stochastic Age-Structured Population Models

Authors: Arcady Ponosov

Abstract:

Many well-known age-structured population models are derived from the celebrated McKendrick-von Foerster equation (MFE), also called the biological conservation law. A similar technique is suggested for the stochastically perturbed MFE. This technique is shown to produce stochastic versions of the deterministic population models, which appear to be very different from those one can construct by simply appending additive stochasticity to deterministic equations. In particular, it is shown that stochastic Nicholson’s blowflies model should contain both additive and multiplicative stochastic noises. The suggested transformation technique is similar to that used in the deterministic case. The difference is hidden in the formulas for the exact solutions of the simplified boundary value problem for the stochastically perturbed MFE. The analysis is also based on the theory of stochastic delay differential equations.

Keywords: boundary value problems, population models, stochastic delay differential equations, stochastic partial differential equation

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9341 Impact of the Time Interval in the Numerical Solution of Incompressible Flows

Authors: M. Salmanzadeh

Abstract:

In paper, we will deal with incompressible Couette flow, which represents an exact analytical solution of the Navier-Stokes equations. Couette flow is perhaps the simplest of all viscous flows, while at the same time retaining much of the same physical characteristics of a more complicated boundary-layer flow. The numerical technique that we will employ for the solution of the Couette flow is the Crank-Nicolson implicit method. Parabolic partial differential equations lend themselves to a marching solution; in addition, the use of an implicit technique allows a much larger marching step size than would be the case for an explicit solution. Hence, in the present paper we will have the opportunity to explore some aspects of CFD different from those discussed in the other papers.

Keywords: incompressible couette flow, numerical method, partial differential equation, Crank-Nicolson implicit

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9340 Unsteady Reactive Hydromagnetic Fluid Flow of a Two-Step Exothermic Chemical Reaction through a Channel

Authors: J. A. Gbadeyan, R. A. Kareem

Abstract:

In this paper, we investigated the effects of unsteady internal heat generation of a two-step exothermic reactive hydromagnetic fluid flow under different chemical kinetics namely: Sensitized, Arrhenius and Bimolecular kinetics through an isothermal wall temperature channel. The resultant modeled nonlinear partial differential equations were simplified and solved using a combined Laplace-Differential Transform Method (LDTM). The solutions obtained were discussed and presented graphically to show the salient features of the fluid flow and heat transfer characteristics.

Keywords: unsteady, reactive, hydromagnetic, couette ow, exothermi creactio

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9339 A Study on Approximate Controllability of Impulsive Integrodifferential Systems with Non Local Conditions

Authors: Anandhi Santhosh

Abstract:

In order to describe various real-world problems in physical and engineering sciences subject to abrupt changes at certain instants during the evolution process, impulsive differential equations has been used to describe the system model. In this article, the problem of approximate controllability for nonlinear impulsive integrodifferential equations with state-dependent delay is investigated. We study the approximate controllability for nonlinear impulsive integrodifferential system under the assumption that the corresponding linear control system is approximately controllable. Using methods of functional analysis and semigroup theory, sufficient conditions are formulated and proved. Finally, an example is provided to illustrate the proposed theory.

Keywords: approximate controllability, impulsive differential system, fixed point theorem, state-dependent delay

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9338 Solving Mean Field Problems: A Survey of Numerical Methods and Applications

Authors: Amal Machtalay

Abstract:

In this survey, we aim to review the rapidly growing literature on numerical methods to solve different forms of mean field problems, namely mean field games (MFG), mean field controls (MFC), potential MFGs, and master equations, as well as their corresponding recent applications. Here, we distinguish two families of numerical methods: iterative methods based on mesh generation and those called mesh-free, normally related to neural networking and learning frameworks.

Keywords: mean-field games, numerical schemes, partial differential equations, complex systems, machine learning

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9337 Existence of positive periodic solutions for certain delay differential equations

Authors: Farid Nouioua, Abdelouaheb Ardjouni

Abstract:

In this article, we study the existence of positive periodic solutions of certain delay differential equations. In the process we convert the differential equation into an equivalent integral equation after which appropriate mappings are constructed. We then employ Krasnoselskii's fixed point theorem to obtain sufficient conditions for the existence of a positive periodic solution of the differential equation. The obtained results improve and extend the results in the literature. Finally, an example is given to illustrate our results.

Keywords: delay differential equations, positive periodic solutions, integral equations, Krasnoselskii fixed point theorem

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9336 Adomian’s Decomposition Method to Generalized Magneto-Thermoelasticity

Authors: Hamdy M. Youssef, Eman A. Al-Lehaibi

Abstract:

Due to many applications and problems in the fields of plasma physics, geophysics, and other many topics, the interaction between the strain field and the magnetic field has to be considered. Adomian introduced the decomposition method for solving linear and nonlinear functional equations. This method leads to accurate, computable, approximately convergent solutions of linear and nonlinear partial and ordinary differential equations even the equations with variable coefficients. This paper is dealing with a mathematical model of generalized thermoelasticity of a half-space conducting medium. A magnetic field with constant intensity acts normal to the bounding plane has been assumed. Adomian’s decomposition method has been used to solve the model when the bounding plane is taken to be traction free and thermally loaded by harmonic heating. The numerical results for the temperature increment, the stress, the strain, the displacement, the induced magnetic, and the electric fields have been represented in figures. The magnetic field, the relaxation time, and the angular thermal load have significant effects on all the studied fields.

Keywords: Adomian’s decomposition method, magneto-thermoelasticity, finite conductivity, iteration method, thermal load

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9335 The Finite Element Method for Nonlinear Fredholm Integral Equation of the Second Kind

Authors: Melusi Khumalo, Anastacia Dlamini

Abstract:

In this paper, we consider a numerical solution for nonlinear Fredholm integral equations of the second kind. We work with uniform mesh and use the Lagrange polynomials together with the Galerkin finite element method, where the weight function is chosen in such a way that it takes the form of the approximate solution but with arbitrary coefficients. We implement the finite element method to the nonlinear Fredholm integral equations of the second kind. We consider the error analysis of the method. Furthermore, we look at a specific example to illustrate the implementation of the finite element method.

Keywords: finite element method, Galerkin approach, Fredholm integral equations, nonlinear integral equations

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9334 On the Approximate Solution of Continuous Coefficients for Solving Third Order Ordinary Differential Equations

Authors: A. M. Sagir

Abstract:

This paper derived four newly schemes which are combined in order to form an accurate and efficient block method for parallel or sequential solution of third order ordinary differential equations of the form y^'''= f(x,y,y^',y^'' ), y(α)=y_0,〖y〗^' (α)=β,y^('' ) (α)=μ with associated initial or boundary conditions. The implementation strategies of the derived method have shown that the block method is found to be consistent, zero stable and hence convergent. The derived schemes were tested on stiff and non-stiff ordinary differential equations, and the numerical results obtained compared favorably with the exact solution.

Keywords: block method, hybrid, linear multistep, self-starting, third order ordinary differential equations

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9333 Sufficient Conditions for Exponential Stability of Stochastic Differential Equations with Non Trivial Solutions

Authors: Fakhreddin Abedi, Wah June Leong

Abstract:

Exponential stability of stochastic differential equations with non trivial solutions is provided in terms of Lyapunov functions. The main result of this paper establishes that, under certain hypotheses for the dynamics f(.) and g(.), practical exponential stability in probability at the small neighborhood of the origin is equivalent to the existence of an appropriate Lyapunov function. Indeed, we establish exponential stability of stochastic differential equation when almost all the state trajectories are bounded and approach a sufficiently small neighborhood of the origin. We derive sufficient conditions for exponential stability of stochastic differential equations. Finally, we give a numerical example illustrating our results.

Keywords: exponential stability in probability, stochastic differential equations, Lyapunov technique, Ito's formula

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9332 Nonlinear Static Analysis of Laminated Composite Hollow Beams with Super-Elliptic Cross-Sections

Authors: G. Akgun, I. Algul, H. Kurtaran

Abstract:

In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section

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9331 Stability Analysis of Stagnation-Point Flow past a Shrinking Sheet in a Nanofluid

Authors: Amin Noor, Roslinda Nazar, Norihan Md. Arifin

Abstract:

In this paper, a numerical and theoretical study has been performed for the stagnation-point boundary layer flow and heat transfer towards a shrinking sheet in a nanofluid. The mathematical nanofluid model in which the effect of the nanoparticle volume fraction is taken into account is considered. The governing nonlinear partial differential equations are transformed into a system of nonlinear ordinary differential equations using a similarity transformation which is then solved numerically using the function bvp4c from Matlab. Numerical results are obtained for the skin friction coefficient, the local Nusselt number as well as the velocity and temperature profiles for some values of the governing parameters, namely the nanoparticle volume fraction Φ, the shrinking parameter λ and the Prandtl number Pr. Three different types of nanoparticles are considered, namely Cu, Al2O3 and TiO2. It is found that solutions do not exist for larger shrinking rates and dual (upper and lower branch) solutions exist when λ < -1.0. A stability analysis has been performed to show which branch solutions are stable and physically realizable. It is also found that the upper branch solutions are stable while the lower branch solutions are unstable.

Keywords: heat transfer, nanofluid, shrinking sheet, stability analysis, stagnation-point flow

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9330 A Nonlinear Stochastic Differential Equation Model for Financial Bubbles and Crashes with Finite-Time Singularities

Authors: Haowen Xi

Abstract:

We propose and solve exactly a class of non-linear generalization of the Black-Scholes process of stochastic differential equations describing price bubble and crashes dynamics. As a result of nonlinear positive feedback, the faster-than-exponential price positive growth (bubble forming) and negative price growth (crash forming) are found to be the power-law finite-time singularity in which bubbles and crashes price formation ending at finite critical time tc. While most literature on the market bubble and crash process focuses on the nonlinear positive feedback mechanism aspect, very few studies concern the noise level on the same process. The present work adds to the market bubble and crashes literature by studying the external sources noise influence on the critical time tc of the bubble forming and crashes forming. Two main results will be discussed: (1) the analytical expression of expected value of the critical time is found and unexpected critical slowing down due to the coupling external noise is predicted; (2) numerical simulations of the nonlinear stochastic equation is presented, and the probability distribution of Prob(tc) is found to be the inverse gamma function.

Keywords: bubble, crash, finite-time-singular, numerical simulation, price dynamics, stochastic differential equations

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