Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations

DOI10.1007/978-3-642-11389-5_1MaRDI QIDQ2997110zbMATH OpenOpenAlexFDO

Authors L. Villafuerte, Juan Cortés, L. Jódar, R.-J. Villanueva

Publication date 6 May 2011

Published in Transactions on Computational Science VII (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-11389-5_1

zbMATH Keywords

numerical solutionrandom differential equationmean square calculus

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(16)

• Mean square convergent three points finite difference scheme for random partial differential equations
• Application of gPCRK methods to nonlinear random differential equations with piecewise constant argument
• Mean Square Numerical Methods for Initial Value Random Differential Equations
• Mean square numerical solution of random differential equations: Facts and possibilities
• Numerical solution of random differential models
• Mean-square convergence of numerical methods for random ordinary differential equations
• The local linearization method for numerical integration of random differential equations
• Quasi-randomized numerical methods for systems with coefficients of bounded variation
• Numerical solution of random differential equations: a mean square approach
• Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density
• Pathwise convergent higher order numerical schemes for random ordinary differential equations
• A random differential transform method: theory and applications
• Investigation of linear difference equations with random effects
• On the Convergence of Random Differential Quadrature (RDQ) Method and Its Application in Solving Nonlinear Differential Equations in Mechanics
• Numerical solution of random nonlinear equations
• Numerical Solution of Free Stochastic Differential Equations

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