Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (Q738526): Difference between revisions

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English	Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise	scientific article

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scholarly article

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title

Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise (English)

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Advances in Difference Equations

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publication date

2 September 2016

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zbMATH Keywords

stochastic differential equation

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random fourth-order Runge-Kutta method

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random mean value theorem

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mean square solution

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stochastic initial value problem

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mean square convergence

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1186/s13662-015-0398-6

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cites work

Numerical solution of random differential equations: a mean square approach

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Numerical solution of stochastic differential equations by second order Runge-Kutta methods

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Interpolation solution in generalized stochastic exponential population growth model

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Population growth as a nonlinear stochastic process

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Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation

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Random linear-quadratic mathematical models: Computing explicit solutions and applications

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Random analytic solution of coupled differential models with uncertain initial condition and source term

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Random Airy type differential equations: mean square exact and numerical solutions

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Numerical solution of random differential models

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Computing mean square approximations of random diffusion models with source term

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Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions

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Mean square numerical solution of random differential equations: Facts and possibilities

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Random differential equations in science and engineering

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Analytic stochastic process solutions of second-order random differential equations

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Stochastic differential equations. An introduction with applications.

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Identifiers

zbMATH Open document ID

1347.65013

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Mathematics Subject Classification ID

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10.1186/S13662-015-0398-6

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Mathematics(1 entry)

mardi Publication:738526

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+Numerical solution of random differential equations: a mean square approach
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@@ Property / cites work @@
+Numerical solution of stochastic differential equations by second order Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Interpolation solution in generalized stochastic exponential population growth model
+Normal rank
@@ Property / cites work @@
+Population growth as a nonlinear stochastic process
+Normal rank
@@ Property / cites work @@
+Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation
+Normal rank
@@ Property / cites work @@
+Random linear-quadratic mathematical models: Computing explicit solutions and applications
+Normal rank
@@ Property / cites work @@
+Random analytic solution of coupled differential models with uncertain initial condition and source term
+Normal rank
@@ Property / cites work @@
+Random Airy type differential equations: mean square exact and numerical solutions
+Normal rank
@@ Property / cites work @@
+Numerical solution of random differential models
@@ Property / cites work: Numerical solution of random differential models / rank @@
+Normal rank
@@ Property / cites work @@
+Computing mean square approximations of random diffusion models with source term
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic Volterra integral equations by a stochastic operational matrix based on block pulse functions
+Normal rank
@@ Property / cites work @@
+Mean square numerical solution of random differential equations: Facts and possibilities
+Normal rank
@@ Property / cites work @@
+Random differential equations in science and engineering
+Normal rank
@@ Property / cites work @@
+Analytic stochastic process solutions of second-order random differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / DOI @@
+.1186/S13662-015-0398-6
@@ Property / DOI: 10.1186/S13662-015-0398-6 / rank @@
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