Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6420060 | Applied Mathematics and Computation | 2016 | 12 Pages |
Abstract
Uncertain differential equation is a type of differential equation driven by Liu process and has been widely applied to many fields especially to uncertain finance. Unfortunately, the analytic solutions of uncertain differential equations cannot always be obtained. So far, some numerical methods have been investigated. This paper designs a new numerical algorithm for solving uncertain differential equations via Milne method.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Rong Gao,