A Random Euler Method for Solving Differential Equations with Uncertainties

DOI10.1007/978-3-540-71992-2_166zbMATH Open1308.65012OpenAlexW2279168134MaRDI QIDQ3618243FDOQ3618243

Authors: L. Villafuerte, Juan Cortés, L. Jódar 

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

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Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cited In (4)

• Title not available (Why is that?)
• Random analytic solution of coupled differential models with uncertain initial condition and source term
• Rate of convergence of local linearization schemes for random differential equations
• Hamming method for solving uncertain differential equations

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