Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density

DOI10.1016/j.cam.2020.112925zbMath1503.65009OpenAlexW3022546798WikidataQ115359757 ScholiaQ115359757MaRDI QIDQ2178402

L. Villafuerte, C. Burgos, Rafael-Jacinto Villanueva, Juan-Carlos Cortés

Publication date: 11 May 2020

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

Full work available at URL: http://hdl.handle.net/10251/161842

zbMATH Keywords

maximum entropy principlerandom mean square calculusrandom mean square Caputo fractional derivativefractional differential equations with randomnessrandom numerics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)

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