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Mean Square Numerical Methods for Initial Value Random Differential Equations
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Open Journal of Discrete Mathematics·Volume 01 (2011)·Pages 66–84·Published 5 July 2011·DOI10.4236/ojdm.2011.12009
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Abstract
In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies.
KeywordsRandom Differential EquationsMean Square SenseSecond Random VariableInitial Value ProblemsRandom Euler MethodRandom Runge Kutta-2 Method
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