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Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order

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DOI: 10.4236/ajcm.2014.45040    3,104 Downloads   3,800 Views   Citations
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ABSTRACT

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

Sohaly, M. (2014) Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order. American Journal of Computational Mathematics, 4, 474-481. doi: 10.4236/ajcm.2014.45040.

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