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Recent advances in methods for numerical solution of O.D.E. initial value problems

✍ Scribed by T.D. Bui; A.K. Oppenheim; D.T. Pratt


Publisher
Elsevier Science
Year
1984
Tongue
English
Weight
742 KB
Volume
11
Category
Article
ISSN
0377-0427

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Numerical solution of random differentia
✍ J. C. CortΓ©s; L. JΓ³dar; L. Villafuerte πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 202 KB

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