Shooting Methods for Numerical Solution of Stochastic Boundary-Value Problems
نویسندگان
چکیده
In the present investigation, numerical methods are developed for approximate solution of stochastic boundary-value problems. In particular, shooting methods are examined for numerically solving systems of Stratonovich boundary-value problems. It is proved that these methods accurately approximate the solutions of stochastic boundary-value problems. An error analysis of these methods is performed. Computational simulations are given.
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