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Numerical solution of random differential models

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Numerical solution of random differential models

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Cortés López, JC.; Jódar Sánchez, LA.; Villafuerte Altuzar, L.; Company Rossi, R. (2011). Numerical solution of random differential models. Mathematical and Computer Modelling. 54(7):1846-1851. doi:10.1016/j.mcm.2010.12.037

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/37629

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Title: Numerical solution of random differential models
Author: Cortés López, Juan Carlos Jódar Sánchez, Lucas Antonio Villafuerte Altuzar, Laura Company Rossi, Rafael
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
This paper deals with the construction of a numerical solution of random initial value problems by means of a random improved Euler method. Conditions for the mean square convergence of the proposed method are established. ...[+]
Subjects: Mean square calculus , Numerical solution , Random differential equations , Differential models , Euler method , Illustrative examples , Mean square , Stochastic approximations , Approximation theory , Convergence of numerical methods , Differential equations , Initial value problems , Differentiation (calculus)
Copyrigths: Reserva de todos los derechos
Source:
Mathematical and Computer Modelling. (issn: 0895-7177 )
DOI: 10.1016/j.mcm.2010.12.037
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.mcm.2010.12.037
Project ID:
Spanish M.C.Y.T. [MTM2009-08587, DPI2010-20891-C02-01]
Universidad Politecnica de Valencia [PAID06-09-2588]
Mexican Conacyt
Thanks:
This work has been partially supported by the Spanish M.C.Y.T. grants MTM2009-08587, DPI2010-20891-C02-01, Universidad Politecnica de Valencia grant PAID06-09-2588 and Mexican Conacyt.
Type: Artículo

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