A Random Euler Method for Solving Differential Equations with Uncertainties

DOI10.1007/978-3-540-71992-2_166MaRDI QIDQ3618243zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Numerical solution of random differential models
• Mean square numerical solution of random differential equations: Facts and possibilities
• 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
• Mean Square Numerical Methods for Initial Value Random Differential Equations

Cited in

(4)

• scientific article; zbMATH DE number 5912456 (Why is no real title available?)
• 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

This page was built for publication: A Random Euler Method for Solving Differential Equations with Uncertainties

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3618243)