A comparative study of the numerical approximation of the random Airy differential equation

DOI10.1016/j.camwa.2011.08.056zbMath1236.65076OpenAlexW2004290134WikidataQ115359547 ScholiaQ115359547MaRDI QIDQ2428978

Juan-Carlos Cortés, M. D. Roselló, Lucas Jodar, José Vicente Romero

Publication date: 22 April 2012

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2011.08.056

zbMATH Keywords

Monte Carlo simulationpolynomial chaospiecewise random Frobenius methodrandom airy-type differential equations

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation
• Random Airy type differential equations: mean square exact and numerical solutions
• Epidemic models with random coefficients
• Constructing accurate polynomial approximations for nonlinear differential initial value problems
• Chebyshev polynomial approximations for nonlinear differential initial value problems
• Random differential equations in science and engineering
• Think globally, act locally: Solving highly-oscillatory ordinary differential equations
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