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Approximate solution of random ordinary differential equations

Published online by Cambridge University Press:  01 July 2016

William E. Boyce
William E. Boyce*
Affiliation:
Rensselaer Polytechnic Institute, Troy, New York
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Abstract

This is a largely expository paper on approximate methods of solving random ordinary differential equations, with an emphasis on direct numerical methods. Two methods are discussed in some detail and several others are mentioned briefly.

Keywords

RANDOM DIFFERENTIAL EQUATIONSSTOCHASTIC ANALYSIS

Information

Type
Research Article
Information
Advances in Applied Probability , Volume 10 , Issue 1 , March 1978 , pp. 172 - 184
Copyright
Copyright © Applied Probability Trust 1978 

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Footnotes

This paper was prepared in the course of research sponsored by the National Science Foundation under Grant Number MCS75-08328. It is based on an invited lecture given at the Fall Meeting of the Society for Industrial and Applied Mathematics, Georgia Institute of Technology, 18 October 1976.

References

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