Mean square solutions of second-order random differential equations by using homotopy analysis method

Khalili Golmankhaneh A., Porghoveh N. A., Baleanu D.

Romanian Reports in Physics, vol.65, no.2, pp.350-362, 2013 (SCI-Expanded, Scopus) identifier

  • Publication Type: Article / Article
  • Volume: 65 Issue: 2
  • Publication Date: 2013
  • Journal Name: Romanian Reports in Physics
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.350-362
  • Keywords: Homotopy Analysis Method, Random differential equations, Stochastic differential equation, Uniform random variable and Beta random variable
  • Van Yüzüncü Yıl University Affiliated: Yes

Abstract

In this paper, the Homotopy Analysis Method (HAM) is successfully applied for solving second-order random differential equations, homogeneous or inhomogeneous. Expectation and variance of the approximate solutions are computed. Several numerical examples are presented to show the ability and efficiency of this method.