Hamming method for solving uncertain differential equations

DOI10.1016/J.AMC.2017.05.080MaRDI QIDQ1740055zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Xianqiang Yang

Publication date 29 April 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2017.05.080

zbMATH Keywords

numerical solutionuncertainty theoryuncertain differential equationHamming method

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• A numerical method for solving uncertain differential equations
• Adams method for solving uncertain differential equations
• Adams-Simpson method for solving uncertain differential equation
• Almost sure stability for uncertain differential equation
• American option pricing formula for uncertain financial market
• Existence and uniqueness theorem for uncertain differential equations
• Milne method for solving uncertain differential equations
• Optimistic value model of uncertain optimal control
• Some stability theorems of uncertain differential equation
• Stability in inverse distribution for uncertain differential equations
• Stability in mean for uncertain differential equation
• Stability in p-th moment for uncertain differential equation
• Uncertain differential equations
• Uncertain optimal control with application to a portfolio selection model
• Uncertain term structure model of interest rate
• Uncertainty distribution and independence of uncertain processes
• Uncertainty theory

Cited in

(22)

• Improved Milne-Hamming method for resolving high-order uncertain differential equations
• Numerical method for solving uncertain spring vibration equation
• A Dufort-Frankel scheme for one-dimensional uncertain heat equation
• Knock-in options of an uncertain stock model with floating interest rate
• Some results about uncertain differential equations with time-dependent delay
• Uncertain pharmacokinetic model based on uncertain differential equation
• Pharmacokinetic model based on multifactor uncertain differential equation
• The numerical solution of the uncertain differential equation and its application
• Age-structured population model under uncertain environment
• Parameter estimation in uncertain differential equations
• Quasi-closed-form solution and numerical method for currency option with uncertain volatility model
• Uncertain SEIAR model for COVID-19 cases in China
• Parameter estimation of uncertain differential equation with application to financial market
• Moment estimation for parameters in high-order uncertain differential equations
• Finite-time stability for uncertain differential equations: a first investigation on a new class of multi-agent systems
• Option pricing formulas based on uncertain fractional differential equation
• Generalized moment estimation for uncertain differential equations
• Adams predictor-corrector method for solving uncertain differential equation
• Milne method for solving uncertain differential equations
• Adams method for solving uncertain differential equations
• A new stability analysis of uncertain delay differential equations
• Numerical approach for solution to an uncertain fractional differential equation

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