Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael; Villafuerte Altuzar, Laura(Elsevier, 2011-12)
This paper deals with the construction of approximate solutions of a random logistic differential equation whose nonlinear coefficient is assumed to be an analytic stochastic process and the initial condition is a random ...
We consider time-averaging methods based on the Magnus series expansion jointly with exponential integrators for the numerical integration of general linear non-homogeneous differential equations. The schemes can be ...