Solving Riccati time-dependent models with random quadratic coefficients

DOI10.1016/j.aml.2011.06.024zbMath1252.65013OpenAlexW2032035024MaRDI QIDQ654278

L. Villafuerte, Rafael Company, Lucas Jodar, Juan-Carlos Cortés

Publication date: 28 December 2011

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

Full work available at URL: https://doi.org/10.1016/j.aml.2011.06.024

zbMATH Keywords

comparison of methodsnumerical examplesMonte Carlo simulationsrandom power series solution\(p\)-mean stochastic calculusrandom logistic 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)

Related Items (7)

A random Laplace transform method for solving random mixed parabolic differential problems ⋮ On existence and uniqueness of random impulsive differential equations ⋮ Solving linear and quadratic random matrix differential equations using: a mean square approach. The non-autonomous case ⋮ Solving random mixed heat problems: a random integral transform approach ⋮ Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques ⋮ Solving linear and quadratic random matrix differential equations: a mean square approach ⋮ Sample controllability of impulsive differential systems with random coefficients

Cites Work

• Epidemic models with random coefficients
• Solving random diffusion models with nonlinear perturbations by the Wiener-Hermite expansion method
• Random differential operational calculus: theory and applications
• Growth and extinction of populations in randomly varying environments
• Random analytic solution of coupled differential models with uncertain initial condition and source term
• Random linear-quadratic mathematical models: Computing explicit solutions and applications
• Random differential equations in science and engineering

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