Numerical solution of systems of random differential equations with Gaussian statistics

Carl G Looney
1985 Journal of Mathematical Analysis and Applications  
A direct approach is used to compute a numerical solution for a system of (nonlinear) ordinary differential equations with Gaussian statistics. It is shown that for a large class of problems the accuracy of the solution can be made as great as desired by taking the step size h sufficiently small. B 1985 Academic Prerq Inc. 222
doi:10.1016/0022-247x(85)90108-8 fatcat:zcgzgmtqyranrdfg5anz2idjby