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Numerical solution of random differential initial value problems: Multistep methods

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Numerical solution of random differential initial value problems: Multistep methods

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Cortés, J.; Jódar Sánchez, LA.; Villafuerte, L. (2011). Numerical solution of random differential initial value problems: Multistep methods. Mathematical Methods in the Applied Sciences. 34(1):63-75. doi:10.1002/mma.1331

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/62034

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Title: Numerical solution of random differential initial value problems: Multistep methods
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
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 ...[+]
Subjects: Mean square calculus , Random initial value problem , Random linear multistep scheme , Illustrative examples , Initial values , Linear multi steps , Linear multistep method , Mean square , Multi step methods , Numerical solution , Statistical properties , Sufficient conditions , Calculations , Differential equations , Differentiation (calculus) , Initial value problems , Numerical methods
Copyrigths: Cerrado
Source:
Mathematical Methods in the Applied Sciences. (issn: 0170-4214 ) (eissn: 1099-1476 )
DOI: 10.1002/mma.1331
Publisher:
Wiley: 12 months
Publisher version: http://dx.doi.org/10.1002/mma.1331
Thanks:
Thanks to the anonymous reviewer whose comments greatly enhanced the paper. This work has been partially supported by the Spanish M.E.C. and FEDER grants MTM2009-08587 and TRA2007-68006-C02-02, the Universidad Politecnica ...[+]
Type: Artículo

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