Numerical solution of linear and nonlinear random ordinary differential equations by using adomian decomposition method.

Λεπτομέρειες βιβλιογραφικής εγγραφής
Τίτλος: Numerical solution of linear and nonlinear random ordinary differential equations by using adomian decomposition method.
Συγγραφείς: Jarad, Khansaa M., Sahib, Ali A. Abdul
Πηγή: AIP Conference Proceedings; 2026, Vol. 3460 Issue 1, p1-9, 9p
Θεματικοί όροι: Numerical solutions to equations, Stochastic differential equations, Uniqueness (Mathematics), Nonlinear differential equations, Stochastic processes, Wiener processes, Linear differential equations, Iterative methods (Mathematics)
Περίληψη: In this study, we shall explain Adomian decomposition method to find an approximate solution of ordinary differential equation both (linear and nonlinear) which contain stochastic process specifically the Wiener process. The sequence of approximate solutions is derived from iterated solutions; it has proven that this method to be efficient and reliable in solving Random Ordinary Differential Equations. Moreover, uniqueness and convergence of solutions have been proven. To demonstrate the applicability of this method, two examples are presented and solved. These examples are demonstrated and simulated, using computer programs for two different generations of Wiener Processes, consisting of 500, 1000 iterations, respectively. [ABSTRACT FROM AUTHOR]
Copyright of AIP Conference Proceedings is the property of American Institute of Physics and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
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  Data: In this study, we shall explain Adomian decomposition method to find an approximate solution of ordinary differential equation both (linear and nonlinear) which contain stochastic process specifically the Wiener process. The sequence of approximate solutions is derived from iterated solutions; it has proven that this method to be efficient and reliable in solving Random Ordinary Differential Equations. Moreover, uniqueness and convergence of solutions have been proven. To demonstrate the applicability of this method, two examples are presented and solved. These examples are demonstrated and simulated, using computer programs for two different generations of Wiener Processes, consisting of 500, 1000 iterations, respectively. [ABSTRACT FROM AUTHOR]
– Name: Abstract
  Label:
  Group: Ab
  Data: <i>Copyright of AIP Conference Proceedings is the property of American Institute of Physics and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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        Value: 10.1063/5.0335756
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      – SubjectFull: Stochastic differential equations
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