Numerical solution of random differential models

DOI10.1016/J.MCM.2010.12.037MaRDI QIDQ409810zbMATH OpenOpenAlexFDO

Authors L. Villafuerte, Juan Cortés, L. Jódar, R. Company

Publication date 15 April 2012

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.mcm.2010.12.037

zbMATH Keywords

numerical solutionrandom differential equationsmean square calculus

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cites work

• scientific article; zbMATH DE number 1313649 (Why is no real title available?)
• scientific article; zbMATH DE number 3182507 (Why is no real title available?)
• Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations
• Mean square numerical solution of random differential equations: Facts and possibilities
• Numerical solution of random differential initial value problems: Multistep methods
• Random differential equations in science and engineering
• Random linear-quadratic mathematical models: Computing explicit solutions and applications

Cited in

(17)

• Random analytic solution of coupled differential models with uncertain initial condition and source term
• A Random Euler Method for Solving Differential Equations with Uncertainties
• Numerical solution of systems of random differential equations with Gaussian statistics
• Model structure and numerical properties of normal equations
• A discrete eigenfunctions method for numerical solution of random diffusion models
• Random mixed hyperbolic models: numerical analysis and computing
• Mean square numerical solution of random differential equations: Facts and possibilities
• Random differential equations in scientific computing
• Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise
• Numerical treatment of random polynomials
• Numerical solution of random differential equations: a mean square approach
• scientific article; zbMATH DE number 6733733 (Why is no real title available?)
• The numerical solution of random initial-value problems
• scientific article; zbMATH DE number 554718 (Why is no real title available?)
• Numerical solution of random differential initial value problems: Multistep methods
• Investigation of linear difference equations with random effects
• Random Ordinary Differential Equations and Their Numerical Solution

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