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
β¦ LIBER β¦
On the numerical integration of nonlinear initial value problems by linear multistep methods
β Scribed by Olavi Nevanlinna
- Publisher
- Springer Netherlands
- Year
- 1977
- Tongue
- English
- Weight
- 746 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0006-3835
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