- Research Article
- 10.47974/jim-2143
Solving stochastic delay differential equation by using Runge-Kutta method and method of lines
- Jan 01, 2025
- Journal of Interdisciplinary Mathematics
- N Racshitha + 1 more +1
In this study, we have examined a stochastic delay differential equation in one dimension. We employed the Runge-Kutta method along with the method of lines to address the issue, establishing stability analysis and studying the spread of discontinuities. Additionally, we derived a semi-discretization in the temporal domain. Subsequently, the Runge-Kutta method of order four and cubic Hermite Interpolation is derived and numerical examples are illustrated for the theoretical result.
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