شماره ركورد كنفرانس :
4109
عنوان مقاله :
‎Collocation method for random ordinary differential equations with boundary values
پديدآورندگان :
‎Salavati‎ ‎E ‎Faculty of Mathematics and Computer Science‎, ‎Amirkabir University of Technology‎, ‎Tehran‎, ‎Iran‎
تعداد صفحه :
7
كليدواژه :
Collocation‎ , ‎Finite elements‎
سال انتشار :
1396
عنوان كنفرانس :
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
زبان مدرك :
انگليسي
چكيده فارسي :
‎Collocation is a numerical method for differential equations which has been also applied to stochastic differential equations‎. ‎The method consists of discretization in both the space and the probability‎. ‎The discretization in space is a standard finite element method and the discretization in probability is by interpolation in the roots of certain orthogonal polynomials (collocation points)‎. ‎In this article we have applied the collocation method to solution of a second order ODE with boundary values and random coefficients‎. ‎We have expanded the previous results in this case‎. ‎
كشور :
ايران
لينک به اين مدرک :
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