Solving random diffusion models with nonlinear perturbations by the Wiener-Hermite expansion method

DOI10.1016/j.camwa.2010.07.057zbMath1219.65007MaRDI QIDQ636591

Juan-Miguel Gracia

Publication date: 28 August 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2010.07.057

zbMATH Keywords

perturbation method; random differential equation; Wiener-Hermite expansion

Mathematics Subject Classification ID

60H25: Random operators and equations (aspects of stochastic analysis)

34A25: Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc.

34F05: Ordinary differential equations and systems with randomness

65C30: Numerical solutions to stochastic differential and integral equations