Adams-Simpson method for solving uncertain differential equation

DOI10.1016/j.amc.2015.09.009zbMath1410.60067OpenAlexW1511895114WikidataQ115361329 ScholiaQ115361329MaRDI QIDQ1732179

Yufu Ning, Xiumei Chen, Xiao Wang, Tauqir Ahmed Moughal

Publication date: 22 March 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2015.09.009

zbMATH Keywords

numerical solutionuncertain differential equationAdams-Simpson method

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fuzzy probability (60A86)

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Cites Work

• An uncertain optimal control model with Hurwicz criterion
• Uncertain calculus with finite variation processes
• Variation analysis of semi-canonical process
• Existence and uniqueness theorem for uncertain differential equations
• Continuous dependence theorems on solutions of uncertain differential equations
• Stability in mean for uncertain differential equation
• Some stability theorems of uncertain differential equation
• UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
• A numerical method for solving uncertain differential equations
• Stability in p-th moment for uncertain differential equation
• Uncertainty theory
• Uncertainty theory

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