Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems
نویسنده
چکیده
In the present investigation, shooting methods are described for numerically solving nonlinear stochastic boundary-value problems. These stochastic shooting methods are analogous to standard shooting methods for numerical solution of ordinary deterministic boundary-value problems. It is shown that the shooting methods provide accurate approximations. An error analysis is performed and computational simulations are described.
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