OJDM  Vol.1 No.2 , July 2011
Mean Square Numerical Methods for Initial Value Random Differential Equations
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.
Cite this paper: nullM. El-Tawil and M. Sohaly, "Mean Square Numerical Methods for Initial Value Random Differential Equations," Open Journal of Discrete Mathematics, Vol. 1 No. 2, 2011, pp. 66-84. doi: 10.4236/ojdm.2011.12009.

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