Numerical solution of random differential models

DOI10.1016/j.mcm.2010.12.037zbMath1235.65008OpenAlexW2094905470MaRDI QIDQ409810

L. Villafuerte, Lucas Jodar, Rafael Company, Juan-Carlos Cortés

Publication date: 15 April 2012

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2010.12.037

zbMATH Keywords

numerical solutionrandom differential equationsmean square calculus

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Investigation of linear difference equations with random effects ⋮ Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise

Cites Work

• Unnamed Item
• Unnamed Item
• Random linear-quadratic mathematical models: Computing explicit solutions and applications
• Random differential equations in science and engineering
• Mean square numerical solution of random differential equations: Facts and possibilities
• Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations
• Numerical solution of random differential initial value problems: Multistep methods

This page was built for publication: Numerical solution of random differential models