A Numerical Method for Solving Uncertain Differential Equations
Uncertain differential equation is a type of differential equation driven by canonical process.In this paper,a concept of α-path to uncertain differential equation is first introduced,which is a type of deterministic function that solves an associate ordinary differential equation.Then,a numerical method is designed for solving uncertain differential equations,which essentially solves each α-path and produces an inverse uncertainty distribution of the solution.After that,several examples are given to illustrate the efficiency of the numerical method.
Uncertain differential equation Uncertain Calculus Uncertainty theory Numerical solution
Kai Yao Xiaowei Chen
Department of Mathematical Sciences,Tsinghua University Beijing 100084,China Department of Risk Management and Insurance,Nankai University Tianjin 300071,China
国内会议
开封
英文
145-152
2012-05-25（万方平台首次上网日期，不代表论文的发表时间）