• 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