Using FEM-RVT technique for solving a randomly excited ordinary differential equation with a random operator

DOI10.1016/j.amc.2006.08.164zbMath1123.65300WikidataQ115361850 ScholiaQ115361850MaRDI QIDQ883887

N. E. Zubov

Publication date: 12 June 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.08.164

zbMATH Keywords

numerical examples; stochastic differential equations; stochastic finite element method; random variable transformation technique

Mathematics Subject Classification ID

65C30: Numerical solutions to stochastic differential and integral equations

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