Numerical solution of random differential initial value problems: Multistep methods
convergencemean square calculusnumerical examplesrandom initial value problemrandom linear multistep scheme
Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- The numerical solution of random initial-value problems
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- Numerical Methods for Differential Equations in Random Domains
- Numerical solution of random differential equations: a mean square approach
- Numerical methods for random and stochastic partial differential equations
- Numerical solution of random differential models
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- Mean Square Numerical Methods for Initial Value Random Differential Equations
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- Adams methods for the efficient solution of stochastic differential equations with additive noise
- Adams-type methods for the numerical solution of stochastic ordinary differential equations
- Computing mean square approximations of random diffusion models with source term
- Expansion of the global error for numerical schemes solving stochastic differential equations
- scientific article; zbMATH DE number 1080301 (Why is no real title available?)
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- Numerical Analysis of Stochastic Schemes in Geophysics
- Numerical solution of random differential equations: a mean square approach
- Random differential operational calculus: theory and applications
- Random linear-quadratic mathematical models: Computing explicit solutions and applications
- The numerical solution of random initial-value problems
- Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case
- Dealing with dependent uncertainty in modelling: a comparative study case through the Airy equation
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method
- Modified stochastic theta methods by ODEs solvers for stochastic differential equations
- Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
- The local linearization method for numerical integration of random differential equations
- Numerical solution of random differential models
- Random Hermite differential equations: mean square power series solutions and statistical properties
- Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques
- scientific article; zbMATH DE number 6733733 (Why is no real title available?)
- Random Airy type differential equations: mean square exact and numerical solutions
- Multi-step methods for random ODEs driven by Itô diffusions
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