Mean Square Heun’s Method Convergent for Solving Random Differential Initial Value Problems of First Order
Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=52755#.VKIPecCAM4 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 , ...