A random differential transform method: theory and applications

DOI10.1016/j.aml.2011.12.033zbMath1251.65005OpenAlexW1998080667MaRDI QIDQ452969

L. Villafuerte, Benito M. Chen-Charpentier

Publication date: 18 September 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2011.12.033

zbMATH Keywords

numerical examplesMonte Carlo methodEuler methodrandom differential equationsdifferential transform methodmean square and mean fourth calculusnonlinear random Riccati differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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)

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Cites Work

• Unnamed Item
• Analytic solution for telegraph equation by differential transform method
• Random differential operational calculus: theory and applications
• Random differential equations in science and engineering
• Analytic-numerical approximating processes of diffusion equation with data uncertainty
• Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations

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