Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations

DOI10.1007/978-3-642-11389-5_1MaRDI QIDQ2997110zbMATH OpenOpenAlexFDO

Authors L. Villafuerte, Juan Cortés, L. Jódar, R.-J. Villanueva

Publication date 6 May 2011

Published in Transactions on Computational Science VII (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-11389-5_1

zbMATH Keywords

mean square calculusnumerical solutionrandom differential equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(17)

• Mean-square convergence of numerical methods for random ordinary differential equations
• Investigation of linear difference equations with random effects
• Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density
• Mean square convergent three points finite difference scheme for random partial differential equations
• Mean square numerical solution of random differential equations: Facts and possibilities
• Numerical solution of random differential equations: a mean square approach
• The local linearization method for numerical integration of random differential equations
• On the Convergence of Random Differential Quadrature (RDQ) Method and Its Application in Solving Nonlinear Differential Equations in Mechanics
• Numerical solution of random nonlinear equations
• Numerical solution of random differential models
• A random differential transform method: theory and applications
• Mean square convergence of the numerical solution of random differential equations
• Mean Square Numerical Methods for Initial Value Random Differential Equations
• Application of gPCRK methods to nonlinear random differential equations with piecewise constant argument
• Pathwise convergent higher order numerical schemes for random ordinary differential equations
• Quasi-randomized numerical methods for systems with coefficients of bounded variation
• Numerical Solution of Free Stochastic Differential Equations

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