The numerical solution of random initial-value problems

DOI10.1016/0378-4754(91)90122-JzbMath0793.65106OpenAlexW2011706156MaRDI QIDQ1183564

T. J. Delph, D. Gary Harlow

Publication date: 28 June 1992

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(91)90122-j

zbMATH Keywords

nonlinearrandom parametersrandom initial-value problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear ordinary differential equations and systems (34A34) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

On joint probability density functions of discrete time iterative processes. ⋮ Qualitative properties of stochastic iterative processes under random structural perturbations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Time-evolution of the probability density under the action of a deterministic dynamical system
• Random differential equations in science and engineering
• Dynamical systems with a large number of degrees of freedom: A stochastic mathematical analysis for a class of deterministic problems
• Stochastic systems

This page was built for publication: The numerical solution of random initial-value problems