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


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.

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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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The authors declare no conflicts of interest.


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