Numerical solutions of stochastic nonlinear point reactor kinetics equations in presence of Newtonian temperature feedback effects

Abstract

A comparison between two numerical approximation methods i.e., Euler-Murayama and 1.5 strong Taylor methods have been established in this article. The stochastic point reactor kinetics equations consist of a system of Itô stochastic differential equations (SDEs) and this system is solved over each time-step size using Euler-Murayama and 1.5 strong Taylor methods. The obtained results establish the accuracy of both the methods in solving the stochastic point reactor kinetics equations in presence of Newtonian temperature feedback.