Solving Random Differential Equations by Means of Differential Transform Methods

نویسندگان

  • L. Villafuerte
  • Eugenia N. Petropoulou
چکیده

In this paper the random Differential Transform Method (DTM) is used to solve a time-dependent random linear differential equation. The mean square convergence of the random DTM is proven. Approximations to the mean and standard deviation functions of the solution stochastic process are shown in several illustrative examples. AMS Subject Classifications: 65L20, 60G15, 39A10.

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تاریخ انتشار 2014