Mean square convergence of the numerical solution of random differential equations
DOI10.1007/S00009-014-0452-8zbMATH Open1338.60174OpenAlexW1991781528MaRDI QIDQ493352FDOQ493352
Authors: K. Nouri, Hasan Ranjbar 
Publication date: 3 September 2015
Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00009-014-0452-8
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- Numerical solution of random differential equations: a mean square approach
- Mean square numerical solution of random differential equations: Facts and possibilities
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- Adams-type methods for the numerical solution of stochastic ordinary differential equations
- Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
- On the convergence of LMF-type methods for SODEs
- Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
- Mean square power series solution of random linear differential equations
Cited In (23)
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- Mean square calculus and random linear fractional differential equations: theory and applications
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- Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function
- Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus
- On the application of mean square calculus for solving random differential equations
- Modified stochastic theta methods by ODEs solvers for stochastic differential equations
- Solving the stochastic differential systems with modified split-step Euler-Maruyama method
- Mean Square Numerical Methods for Initial Value Random Differential Equations
- Improved Euler-Maruyama method for numerical solution of the Itô stochastic differential systems by composite previous-current-step idea
- Hyers-Ulam stability of random functional differential equation involving fractional-order derivative
- On the Caputo fractional random boundary value problem
- Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
- Solving the random Cauchy one-dimensional advection-diffusion equation: numerical analysis and computing
- Extending the deterministic Riemann-Liouville and Caputo operators to the random framework: A mean square approach with applications to solve random fractional differential equations
- Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations
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- Almost sure convergence of Galerkin approximations for a heat equation with a random initial condition
- \(\mathrm{L}^p\)-calculus approach to the random autonomous linear differential equation with discrete delay
- Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density
- Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
- A mean square chain rule and its application in solving the random Chebyshev differential equation
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