Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order

Sohaly, M. A. (2014) Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order. American Journal of Computational Mathematics, 04 (05). pp. 474-481. ISSN 2161-1203

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Abstract

This paper deals with the construction of Heun’s method of random initial value problems. Sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several illustrative examples.

Item Type: Article
Subjects: Librbary Digital > Mathematical Science
Depositing User: Unnamed user with email support@librbarydigit.com
Date Deposited: 11 Jul 2023 05:01
Last Modified: 06 Sep 2024 09:17
URI: http://info.openarchivelibrary.com/id/eprint/985

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