A Random Euler Method for Solving Differential Equations with Uncertainties

DOI10.1007/978-3-540-71992-2_166zbMath1308.65012OpenAlexW2279168134MaRDI QIDQ3618243

L. Villafuerte, Lucas Jodar, Juan-Carlos Cortés

Publication date: 31 March 2009

Published in: Progress in Industrial Mathematics at ECMI 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71992-2_166

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Rate of convergence of local linearization schemes for random differential equations ⋮ Random analytic solution of coupled differential models with uncertain initial condition and source term

This page was built for publication: A Random Euler Method for Solving Differential Equations with Uncertainties