✦ LIBER ✦

Numerical solution of random differential initial value problems: Multistep methods

✍ Scribed by J. C. Cortés; L. Jódar; L. Villafuerte

Publisher: John Wiley and Sons
Year: 2010
Tongue: English
Weight: 202 KB
Volume: 34
Category: Article
ISSN: 0170-4214
DOI: 10.1002/mma.1331

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✦ Synopsis

This paper deals with the construction of numerical methods of random initial value problems. Random linear multistep methods are presented and sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several illustrative examples.

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## Abstract We examine the existence and regularity results for a scalar conservation law with a convexity condition and solve its weak solution with shocks by using a special method of characterization combined with a representation formula for the weak solution.