Randomness may exist in the initial value or in the differential operator or both. In [1,2], the authors discussed the general order conditions and a global convergence proof is given for stochastic Runge-Kutta methods applied to stochastic ordinary differential equations (SODEs) of Stratonovich type. In [3,4], the authors discussed the random Euler method and the conditions for the mean square...

In this article we found the solution of fuzzy linear controlled systemwith fuzzy initial conditions by using -cuts and presentation of numbersin a more compact form by moving to the eld of complex numbers. Next, afuzzy optimal control problem for a fuzzy system is considered to optimize theexpected value of a fuzzy objective function. Based on Pontryagin MaximumPrinciple, a constructive equati...

In a series of recent papers [1], [2], [3], [4], [5] we have initiated the study of boundary value problems for (variable coefficients, second order, strongly) elliptic PDE’s in nonsmooth subdomains of Riemannian manifolds via integral equation methods. Here we take the first steps in the direction of extending this theory to initial boundary value problems (IBV P ’s) for variable coefficient (...

in this paper, we study rst order linear fuzzy dierential equations with fuzzy coecient and initial value. we use the generalized dierentiability concept and apply the exponent matrix to present the general form of their solutions. finally, one example is given to illustrate our results.