Mean Square Numerical Methods for Initial Value Random Differential Equations

Autor:	Mohammed A. Sohaly, Magdy A. El-Tawil
Rok vydání:	2011
Předmět:	Runge–Kutta methods Random field Multivariate random variable Mathematical analysis Stochastic simulation Numerical methods for ordinary differential equations Random element Initial value problem Backward Euler method Mathematics
Zdroj:	Open Journal of Discrete Mathematics. :66-84
ISSN:	2161-7643 2161-7635
Popis:	In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::622ff6ec62160ae46862e24c13ced96b https://doi.org/10.4236/ojdm.2011.12009 Zobrazit plný text záznamu