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Wong-Zakai Method for Stochastic Differential Equations in EngineeringSengul, SuleymanBekiryazici, ZaferMerdan, MehmetBrownian motionEuler-Maruyama methodMilstein methodsolar irradiancestochastic differential equationWong-Zakai approximationIn this paper, Wong-Zakai approximation methods are presented for some stochastic differential equations in engineering sciences. Wong-Zakai approximate solutions of the equations are analyzed and the numerical results are compared with results from popular approximation schemes for stochastic differential equations such as Euler-Maruyama and Milstein methods. Several differential equations from engineering problems containing stochastic noise are investigated as numerical examples. Results show that Wong-Zakai method is a reliable tool for studying stochastic differential equations and can be used as an alternative for the known approximation techniques for stochastic models.Serbian Society of Heat Transfer Engineers2021Articlehttps://rdlopen.rawdatalibrary.net/r/gumushane/13291https://doi.org/10.2298/tsci200528014s0354-9836enThermal Scienceinfo:eu-repo/semantics/openAccessinfo:eu-repo/semantics/articlehttps://gumushane-rdlopen.rawdatalibrary.net/tr/items/gumushane/13291