Solving high-order uncertain differential equations via Adams-Simpson method

DOI10.1007/s40314-020-01408-zzbMath1476.65010OpenAlexW3202021910WikidataQ115373736 ScholiaQ115373736MaRDI QIDQ2052285

Yudong Hou, Yuhong Sheng, Lijun Wu

Publication date: 25 November 2021

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

Full work available at URL: https://doi.org/10.1007/s40314-020-01408-z

zbMATH Keywords

numerical solutionuncertain processAdams-Simpson methodhigh-order uncertain differential equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30) Approximation algorithms (68W25) Stochastic analysis (60H99)

Related Items (1)

Improved Milne-Hamming method for resolving high-order uncertain differential equations

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