Random analytic solution of coupled differential models with uncertain initial condition and source term
نویسندگان
چکیده
منابع مشابه
An analytic solution for a non-local initial-boundary value problem including a partial differential equation with variable coefficients
This paper considers a non-local initial-boundary value problem containing a first order partial differential equation with variable coefficients. At first, the non-self-adjoint spectral problem is derived. Then its adjoint problem is calculated. After that, for the adjoint problem the associated eigenvalues and the subsequent eigenfunctions are determined. Finally the convergence ...
متن کاملNumerical solution of random differential models
This paper deals with the construction of a numerical solution of random initial value problems by means of a random improved Euler method. Conditions for the mean square convergence of the proposed method are established. Finally, an illustrative example is included in which the main statistics properties such as the mean and the variance of the stochastic approximation solution process are gi...
متن کاملNumerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملNonlinear Fuzzy Volterra Integro-differential Equation of N-th Order: Analytic Solution and Existence and Uniqueness of Solution
This paper focuses on the fuzzy Volterra integro-differential equation of nth order of the second-kind with nonlinear fuzzy kernel and initial values. The derived integral equations are solvable, the solutions of which are unique under certain conditions. The existence and uniqueness of the solutions are investigated in a theorem and an upper boundary is found for solutions. Comparison of the e...
متن کاملNumerical 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 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: Computers & Mathematics with Applications
سال: 2008
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2008.02.003