文章基本信息

标题：Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order
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作者：M. A. Sohaly
期刊名称：American Journal of Computational Mathematics
印刷版ISSN：2161-1203
电子版ISSN：2161-1211
出版年度：2014
卷号：04
期号：05
页码：474-481
DOI：10.4236/ajcm.2014.45040
语种：English
出版社：Scientific Research Publishing
摘要：This paper deals with the construction of Heun’s method of random initial value problems. Sufficient conditions for their mean square convergence are established. Main statistical properties of the approximations processes are computed in several illustrative examples.
关键词：Stochastic Partial Differential Equations; Mean Square Sense; Second Order Random Variable