The numerical solution of the uncertain differential equation and its application

zbMATH Open1463.65189MaRDI QIDQ5129649FDOQ5129649

Authors: Kang Shen, Sizhe Wang, Zhigang Wang 

Publication date: 27 October 2020

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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)

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
• An Introduction to Differential Algebraic Equations Under Interval Uncertainty: A First Step Toward Generalized Uncertainty DAEs
• Research on Numerical Simulation for Ternary Complicated Uncertain Number
• 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
• Numerical approach for solution to an uncertain fractional differential equation
• Hamming method for solving uncertain differential equations

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