Analytic stochastic process solutions of second-order random differential equations
نویسندگان
چکیده
منابع مشابه
Numerical solution of second-order stochastic differential equations with Gaussian random parameters
In this paper, we present the numerical solution of ordinary differential equations (or SDEs), from each order especially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysis for second-order equations in special case of scalar linear second-order equations (damped harmonic oscillators with additive or multiplicative noises). Making stochastic differe...
متن کاملAnalytic Solution of Fuzzy Second Order Differential Equations under H-Derivation
In this paper, the solution of linear second order equations with fuzzy initialvalues are investigated. The analytic general solutions of them using a rstsolution is founded. The parametric form of fuzzy numbers to solve the secondorder equations is applied. The solutions are searched in four cases. Finallythe example is got to illustrate more and the solutions are shown in gures forfour cases.
متن کاملOn the Order of Solutions of Analytic Linear Differential Equations
(1) d/dxX(z) = A{z)X{z), where X(z) is an n x 1 column vector and A(z) is an n x n matrix of singlevalued meromorphic functions in a neighbourhood of the (isolated) singular point 0. Sometimes we write A instead of A(z) but we always consider a matrix of functions with such a notation unless explicitly stated otherwise. Each fundamental solution matrix for (1) can be represented near zero as (2...
متن کاملOn the stability of linear differential equations of second order
The aim of this paper is to investigate the Hyers-Ulam stability of the linear differential equation$$y''(x)+alpha y'(x)+beta y(x)=f(x)$$in general case, where $yin C^2[a,b],$ $fin C[a,b]$ and $-infty
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2010
ISSN: 0893-9659
DOI: 10.1016/j.aml.2010.07.011