TITLE:
Mean Square Numerical Methods for Initial Value Random Differential Equations
AUTHORS:
Magdy A. El-Tawil, Mohammed A. Sohaly
KEYWORDS:
Random Differential Equations, Mean Square Sense, Second Random Variable, Initial Value Problems, Random Euler Method, Random Runge Kutta-2 Method
JOURNAL NAME:
Open Journal of Discrete Mathematics,
Vol.1 No.2,
July
5,
2011
ABSTRACT: In this paper, the random Euler and random Runge-Kutta of the second order methods are used in solving random differential initial value problems of first order. The conditions of the mean square convergence of the numerical solutions are studied. The statistical properties of the numerical solutions are computed through numerical case studies.