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, cilt.65, sa.2, ss.350-362, 2013 (SCI-Expanded) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 65 Sayı: 2
  • Basım Tarihi: 2013
  • Dergi Adı: Romanian Reports in Physics
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.350-362
  • Anahtar Kelimeler: Homotopy Analysis Method, Random differential equations, Stochastic differential equation, Uniform random variable and Beta random variable
  • Van Yüzüncü Yıl Üniversitesi Adresli: Evet

Özet

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.