MONTE-CARLO-TYPE SIMULATION FOR SOLVING STOCHASTIC ORDINARY DIFFERENTIAL-EQUATIONS

被引：4

作者：

SPIGLER, R ^{[1
]}

机构：

[1] UNIV PADUA,IST MATEMAT APPL,I-35131 PADUA,ITALY

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 1987年 / 29卷 / 3-4期

关键词：

INITIAL VALUE PROBLEMS - SEQUENCES OF RANDOM NUMBERS - STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS;

D O I：

10.1016/0378-4754(87)90134-0

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

引用

页码：243 / 251

页数：9

共 50 条

[1] APPROXIMATION OF ORDINARY DIFFERENTIAL-EQUATIONS BY STOCHASTIC DIFFERENTIAL-EQUATIONS
VERETENNIKOV, AY
MATHEMATICAL NOTES, 1983, 33 (5-6) : 476 - 477
[2] CONNECTIONS BETWEEN STOCHASTIC DIFFERENTIAL-EQUATIONS AND ORDINARY DIFFERENTIAL-EQUATIONS
DOSS, H
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES SERIE A, 1976, 283 (13): : 939 - 942
[3] SOLVING ORDINARY DIFFERENTIAL-EQUATIONS WITH DISCONTINUITIES
GEAR, CW
OSTERBY, O
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE, 1984, 10 (01): : 23 - 44
[4] NUMERICAL-SIMULATION FOR CERTAIN STOCHASTIC ORDINARY DIFFERENTIAL-EQUATIONS
SPIGLER, R
JOURNAL OF COMPUTATIONAL PHYSICS, 1988, 74 (01) : 244 - 262
[5] The Monte Carlo Method for Solving Large Systems of Linear Ordinary Differential Equations
Ermakov, S. M.
Smilovitskiy, M. G.
VESTNIK ST PETERSBURG UNIVERSITY-MATHEMATICS, 2021, 54 (01) : 28 - 38
[6] The Monte Carlo Method for Solving Large Systems of Linear Ordinary Differential Equations
S. M. Ermakov
M. G. Smilovitskiy
Vestnik St. Petersburg University, Mathematics, 2021, 54 : 28 - 38
[7] SIMULATION OF STOCHASTIC DIFFERENTIAL-EQUATIONS
SAITO, Y
MITSUI, T
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1993, 45 (03) : 419 - 432
[8] ORDINARY DIFFERENTIAL-EQUATIONS FOR NONLINEAR STOCHASTIC OSCILLATORS
JUST, W
SAUERMANN, H
PHYSICS LETTERS A, 1988, 131 (4-5) : 234 - 238
[9] SAMPLE SOLUTIONS OF STOCHASTIC ORDINARY DIFFERENTIAL-EQUATIONS
DEIMLING, K
STOCHASTIC ANALYSIS AND APPLICATIONS, 1985, 3 (01) : 15 - 21
[10] CONNECTIONS BETWEEN STOCHASTIC AND ORDINARY DIFFERENTIAL-EQUATIONS
DOSS, H
ANNALES DE L INSTITUT HENRI POINCARE SECTION B-CALCUL DES PROBABILITES ET STATISTIQUE, 1977, 13 (02): : 99 - 125

← 1 2 3 4 5 →