Random linear-quadratic mathematical models: Computing explicit solutions and applications
Mathematics and Computers in Simulation
Random Airy type differential equations: Mean square exact and numerical solutions
Computers & Mathematics with Applications
Computers & Mathematics with Applications
Analytic and numerical solutions of a Riccati differential equation with random coefficients
Journal of Computational and Applied Mathematics
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In this article, we obtain a product rule and a chain rule for mean square derivatives. An application of the chain rule to the mean square solution of random differential equations is shown. However, to achieve such mean square differentiation rules, fourth order properties were needed and, therefore, we first studied a mean fourth order differential and integral calculus. Results are applied to solve random linear variable coefficient differential problems.