The numerical solution of the uncertain differential equation and its application

MaRDI QIDQ5129649zbMATH OpenFDO

Authors Kang Shen, Sizhe Wang, Zhigang Wang

Publication date 27 October 2020

zbMATH Keywords

uncertainty theoryEuler methodRunge-Kutta methoduncertain differential equationoption pricing formula

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

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Cited in

(11)

• Solving high-order uncertain differential equations via Adams-Simpson method
• Numerical method for solving uncertain spring vibration equation
• On an approach to deal with Neumann boundary value problems defined on uncertain domains: numerical experiments
• Selection of uncertain differential equations using cross validation
• Research on Numerical Simulation for Ternary Complicated Uncertain Number
• An Introduction to Differential Algebraic Equations Under Interval Uncertainty: A First Step Toward Generalized Uncertainty DAEs
• Adams predictor-corrector method for solving uncertain differential equation
• Numerical methods for first order uncertain stochastic differential equations
• Milne method for solving uncertain differential equations
• Hamming method for solving uncertain differential equations
• Numerical approach for solution to an uncertain fractional differential equation

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