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 ...
Calbo Sanjuán, Gema; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio(Elsevier, 2011-12-01)
This paper deals with the construction of random power series solution of second order linear differential equations of Hermite containing uncertainty through its coefficients and initial conditions. Under appropriate ...