Random Ordinary Differential Equations and Their Numerical Solution
From MaRDI portal
Research exposition (monographs, survey articles) pertaining to ordinary differential equations (34-02) Ordinary differential equations and systems with randomness (34F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Numerical methods for ordinary differential equations (65L99)
Recommendations
- Numerical procedures for random differential equations
- Random differential equations in scientific computing
- Numerical schemes for random ODEs via stochastic differential equations
- Numerical Methods for Differential Equations in Random Domains
- Numerical solution of random nonlinear equations
- Numerical solution of random differential models
- scientific article; zbMATH DE number 554718
- scientific article; zbMATH DE number 92904
- The numerical solution of random initial-value problems
Cited in
(76)- Pathwise Taylor schemes for random ordinary differential equations
- Normal forms for random differential equations
- Long term behavior of a random Hopfield neural lattice model
- Invariant forward attractors of non-autonomous random dynamical systems
- Generating patient-specific virtual tumor populations with reaction-diffusion models and molecular imaging data
- Numerical schemes for ordinary delay differential equations with random noise
- Mean-square convergence of numerical methods for random ordinary differential equations
- Random attractors for 2D stochastic micropolar fluid flows on unbounded domains
- Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method
- Discrete attachment to a cellulolytic biofilm modeled by an Itô stochastic differential equation
- Random perturbations of an eco-epidemiological model
- Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing
- Construction of special soliton solutions to the stochastic Riccati equation
- Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions
- Analysis of smart thermostat thermal models for residential building
- Mathematical consistency and long-term behaviour of a dynamical system with a self-organising vector field
- An explicit numerical scheme for the computer simulation of the stochastic transport equation
- Stochastic Kolmogorov systems driven by wideband noises
- The stochastic -SEIHRD model: adding randomness to the COVID-19 spread
- Exponential attractors for weakly damped wave equation with sub-quintic nonlinearity
- Probabilistic analysis of a class of impulsive linear random differential equations via density functions
- A fractional Bihari inequality and some applications to fractional differential equations and stochastic equations
- A comparative analysis of efficiency of using the Legendre polynomials and trigonometric functions for the numerical solution of Ito stochastic differential equations
- Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes
- On numerical modeling of the multidimentional dynamic systems under random perturbations with the 2.5 order of strong convergence
- Application of the randomized Sharkovsky-type theorems to random impulsive differential equations and inclusions
- Stochastic energy balance climate models with Legendre weighted diffusion and an additive cylindrical Wiener process forcing
- A mathematical model of discrete attachment to a cellulolytic biofilm using random DEs
- Construction of mean-square Lyapunov-basins for random ordinary differential equations
- Numerical schemes for random ODEs with affine noise
- Random differential equations in scientific computing
- Computing probabilistic solutions of the Bernoulli random differential equation
- scientific article; zbMATH DE number 7346269 (Why is no real title available?)
- Random numbers from a delay equation
- Numerical solutions of random integral equation III: random Chebyshev polynomials and Fredholm equations of the second kind∗
- scientific article; zbMATH DE number 3988393 (Why is no real title available?)
- scientific article; zbMATH DE number 4026472 (Why is no real title available?)
- Numerical solution of random differential models
- scientific article; zbMATH DE number 554718 (Why is no real title available?)
- Smooth random functions, random ODEs, and Gaussian processes
- Asymptotic separation between solutions of Caputo fractional stochastic differential equations
- SDE-MATH: a software package for the implementation of strong high-order numerical methods for Ito SDEs with multidimensional non-commutative noise based on multiple Fourier-Legendre series
- Liouville's equations for random systems
- Existence and transportation inequalities for fractional stochastic differential equations
- Upper semi-continuous convergence of attractors for a Hopfield-type lattice model
- Stochastic version of Henry type Gronwall’s inequality
- Selection of a stochastic Landau-Lifshitz equation and the stochastic persistence problem
- Dynamics of Zika virus epidemic in random environment
- Numerical schemes for random ODEs via stochastic differential equations
- Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in Lp spaces
- Theory and methods for random differential equations: a survey
- On the random fractional Bateman equations
- Solution processes for second-order linear fractional differential equations with random inhomogeneous parts
- Dynamics of an SEIR Model for Infectious Diseases in Random Environments
- Probabilistic analysis of a class of compartmental models formulated by random differential equations
- Asymptotics of generalized Pólya urns with non-linear feedback
- Stability analysis of random fractional-order nonlinear systems and its application
- Maximum likelihood estimation for a stochastic SEIR system with a COVID-19 application
- Long-term simulation of stochastic predator-prey systems with Beddington-DeAngelis functional response
- Threshold dynamics of a two-patch SIS epidemic model with stochastic population movement
- Input-saturated control of active suspension system using fuzzy-scheduled estimation of model uncertainties and road disturbances
- Generalized solutions to hyperbolic systems with random field coefficients
- Convergence analysis of probability density function for second-order stochastic systems with Markovian switching and Lévy noise under the local Lipschitz conditions
- Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
- Pathwise methods for the integration of a stochastic SVIR model
- Forward uncertainty quantification in random differential equation systems with delta-impulsive terms: theoretical study and applications
- Generalized polynomial chaos expansions for the random fractional Bateman equations
- Optimal control of stochastic fractional rumor propagation model in activity-driven networks
- Tracking interfaces in a random logistic free-boundary diffusion problems: a random level set method
- Diffusion processes and a random ODE arising in macroeconomics
- On the convergence of the Galerkin method for random fractional differential equations
- A GPU-accelerated Lagrangian method for solving the Liouville equation in random differential equation systems
- Data-driven closures and assimilation for stiff multiscale random dynamics
- Numerical stability revisited: a family of benchmark problems for the analysis of explicit stochastic differential equation integrators
- Inverse graph limit problem of the graphon multi-agent systems
- Numerical solution of systems of random differential equations with Gaussian statistics
This page was built for publication: Random Ordinary Differential Equations and Their Numerical Solution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5349433)
