论文信息 - THE APPLICATION OF MEAN SQUARE CALCULUS FOR SOLVING RANDOM DIFFERENTIAL EQUATIONS

THE APPLICATION OF MEAN SQUARE CALCULUS FOR SOLVING RANDOM DIFFERENTIAL EQUATIONS

. In this paper, the random Finite Diﬀerence Methods are used in solving random diﬀerential initial value problems of ﬁrst order. The random Finite Diﬀerence method is presented and the conditions for the mean square convergence are established. Numerical examples show that random Finite Diﬀerence method gives good results. The some statistical properties of the numerical solutions are computed through numerical case studies.

M. El-Tawil | A. Tolba

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