Numerical solution of random differential models
نویسندگان
چکیده
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 given. © 2011 Elsevier Ltd. All rights reserved.
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ورودعنوان ژورنال:
- Mathematical and Computer Modelling
دوره 54 شماره
صفحات -
تاریخ انتشار 2011