A Mean Square Chain Rule and its Application in Solving the Random Chebyshev Differential Equation
Author:
Funder
Ministerio de Economía y Competitividad (Spain)
Mexican Conacyt
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s00009-017-0853-6.pdf
Reference21 articles.
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2. El-Tawil, M.A., El-Sohaly, M.: Mean square numerical methods for initial value random differential equations. Open J. Discret. Math. 1(1), 164–171 (2011). doi: 10.4236/ojdm.2011.12009
3. Khodabin, M., Maleknejad, K., Rostami, K., Nouri, M.: Numerical solution of stochastic differential equations by second order Runge Kutta methods. Math. Comp. Model. 59(9–10), 1910–1920 (2010). doi: 10.1016/j.mcm.2011.01.018
4. Santos, L.T., Dorini, F.A., Cunha, M.C.C.: The probability density function to the random linear transport equation. Appl. Math. Comput. 216(5), 1524–1530 (2010). doi: 10.1016/j.amc.2010.03.001
5. González Parra, G., Chen-Charpentier, B.M., Arenas, A.J.: Polynomial Chaos for random fractional order differential equations. Appl. Math. Comput. 226(1), 123–130 (2014). doi: 10.1016/j.amc.2013.10.51
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