Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order - American Journal of Computational Mathematics

AJCM > Vol.4 No.5, December 2014

American Journal of Computational Mathematics

Volume 4, Issue 5 (December 2014)

ISSN Print: 2161-1203 ISSN Online: 2161-1211

Google-based Impact Factor: 0.42 Citations

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 4,131 Downloads 5,809 Views Citations

Author(s)

M. A. Sohaly

Affiliation(s)

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

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,

Share and Cite:

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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