numerical solution of heun equation via linear stochastic differential equation

نویسندگان

h. r. rezazadeh

m maghasedi

b shojaee

چکیده

in this paper, we intend to solve special kind of ordinary differential equations which is called heun equations, by converting to a corresponding stochastic differential equation(s.d.e.). so, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this s.d.e. is solved by numerically methods. moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. finally, the attained solutions of these s.d.e.s compared with exact solution of corresponding differential equations.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreo...

متن کامل

Numerical Solution of Fuzzy Stochastic Differential Equation

In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here the proposed fuzzy arithmetic in [2] is used as a tool to handle Fuzzy Stochastic Differential Equation (FSDE). In particular, a system of Ito stochastic diff...

متن کامل

Numerical solution of fuzzy linear Fredholm integro-differential equation by \fuzzy neural network

In this paper, a novel hybrid method based on learning algorithmof fuzzy neural network and Newton-Cotesmethods with positive coefficient for the solution of linear Fredholm integro-differential equation of the second kindwith fuzzy initial value is presented. Here neural network isconsidered as a part of large field called neural computing orsoft computing. We propose alearning algorithm from ...

متن کامل

Numerical Solution of Differential Equation Problems

4 FDM's for u ′ = f (t, u) 105 4.1 Convergence and stability of explicit, one step FDM's for u ′ =

متن کامل

Numerical Solution of a non-linear Volterra Integro-differential Equation via Runge-Kutta-Verner Method

In this paper a higher-order numerical solution of a non-linear Volterra integro-differential equation is discussed. Example of this question has been solved numerically using the Runge-Kutta-Verner method for Ordinary Differential Equation (ODE) part and Newton-Cotes formulas for integral parts.

متن کامل

Heun Equation and Painlevé Equation

We relate two parameter solutions of the sixth Painlevé equation and finite-gap solutions of the Heun equation by considering monodromy on a certain class of Fuchsian differential equations. In the appendix, we present formulae on differentials of elliptic modular functions, and obtain the ellitic form of the sixth Painlevé equation directly.

متن کامل

منابع من

با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید


عنوان ژورنال:
journal of linear and topological algebra (jlta)

ناشر: central tehran branch. iau

ISSN 2252-0201

دوره 01

شماره 02 2012

میزبانی شده توسط پلتفرم ابری doprax.com

copyright © 2015-2023