Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density
DOI10.1016/J.CAM.2020.112925zbMATH Open1503.65009OpenAlexW3022546798WikidataQ115359757 ScholiaQ115359757MaRDI QIDQ2178402FDOQ2178402
R.-J. Villanueva, L. Villafuerte, Juan Cortés, C. Burgos
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
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- scientific article; zbMATH DE number 7366904
maximum entropy principlerandom mean square calculusrandom mean square Caputo fractional derivativefractional differential equations with randomnessrandom numerics
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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Cited In (12)
- Bi-additive \(\sigma \)-random operator inequalities and random quasi-\(*\)-multipliers on MB-algebras
- On the random fractional Bateman equations
- FRACTAL LAKSHMANAN–PORSEZIAN–DANIEL MODEL WITH DIFFERENT FORMS OF NONLINEARITY AND ITS NOVEL SOLITON SOLUTIONS
- Hyers-Ulam stability of random functional differential equation involving fractional-order derivative
- Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models
- Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations
- Liouville’s equations for random systems
- Solution processes for second-order linear fractional differential equations with random inhomogeneous parts
- Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing
- Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions
- A survey on random fractional differential equations involving the generalized Caputo fractional-order derivative
- A Random Euler Method for Solving Differential Equations with Uncertainties
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