Mean square numerical solution of random differential equations: Facts and possibilities

DOI10.1016/J.CAMWA.2006.05.030zbMath1127.65003OpenAlexW1984914987MaRDI QIDQ2458714

L. Villafuerte, Juan-Carlos Cortés, Lucas Jodar

Publication date: 2 November 2007

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

Full work available at URL: https://doi.org/10.1016/j.camwa.2006.05.030

zbMATH Keywords

numerical resultsmean square convergencerandom differential equationrandom initial value problemrandom Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• Random differential equations in science and engineering
• Analytic-numerical approximating processes of diffusion equation with data uncertainty
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