Numerical solution of systems of random differential equations with Gaussian statistics |
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| Authors: | Carl G Looney |
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| Affiliation: | Analysis Section, Systems Engineering Department, Hughes Ground Systems, P.O. Box 3310, Fullerton, California 92634 USA |
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| Abstract: | 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. |
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