Mean Square Numerical Methods for Initial Value Random Differential Equations
نویسندگان
چکیده
منابع مشابه
Mean Square Numerical Methods for Initial Value Random Differential Equations
Randomness may exist in the initial value or in the differential operator or both. In [1,2], the authors discussed the general order conditions and a global convergence proof is given for stochastic Runge-Kutta methods applied to stochastic ordinary differential equations (SODEs) of Stratonovich type. In [3,4], the authors discussed the random Euler method and the conditions for the mean square...
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*Correspondence: [email protected] 1Division of Computational Mathematics and Engineering, Institute for Computational Science, Ton Duc Thang University, Ho Chi Minh City, Vietnam Full list of author information is available at the end of the article Abstract In this paper the second-order random fuzzy differential equations (SRFDEs) under generalized Hukuhara differentiability are introduced. Un...
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ژورنال
عنوان ژورنال: Open Journal of Discrete Mathematics
سال: 2011
ISSN: 2161-7635,2161-7643
DOI: 10.4236/ojdm.2011.12009