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
كليدواژه :
Collocation , Finite elements
عنوان كنفرانس :
يازدهمين سمينار ملي احتمال و فرآيندهاي تصادفي
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.