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

M. A. Sohaly

Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt.

DOI: 10.4236/ajcm.2014.45040                

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.

Keywords

Stochastic Partial Differential Equations, Mean Square Sense, Second Order Random Variable,

Conflicts of Interest

The authors declare no conflicts of interest.

References

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