Mean Square Numerical Methods for Initial Value Random Differential Equations

• 作者: Magdy A. El-Tawil Mohammed A. Sohaly
• 来源期刊: 离散数学期刊(英文)
• 学科: 数学
• 关键词: RANDOM Differential Equations Mean SQUARE SENSE Second RANDOM Variable Initial Value Problems RANDOM EULER METHOD RANDOM Runge Kutta-2 METHOD
• 年，卷（期）: 2011,（2）
• 页码范围: 66-84
• 页数: 19页
• 分类号: O1

摘要

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.