A comparative study of the numerical approximation of the random Airy differential equation

DOI10.1016/j.camwa.2011.08.056zbMath1236.65076WikidataQ115359547 ScholiaQ115359547MaRDI QIDQ2428978

M. D. Roselló, José Vicente Romero, Lucas Jodar, Juan-Carlos Cortés

Publication date: 22 April 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.08.056

zbMATH Keywords

Monte Carlo simulation; polynomial chaos; piecewise random Frobenius method; random airy-type differential equations

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65L05: Numerical methods for initial value problems involving ordinary differential equations

65C30: Numerical solutions to stochastic differential and integral equations