A Random Euler Method for Solving Differential Equations with Uncertainties

DOI10.1007/978-3-540-71992-2_166zbMath1308.65012MaRDI QIDQ3618243

L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés

Publication date: 31 March 2009

Published in: Progress in Industrial Mathematics at ECMI 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71992-2_166

Mathematics Subject Classification ID

34F05: Ordinary differential equations and systems with randomness

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

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations