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Shooting Methods for Numerical Solution of Nonlinear Stochastic Boundary-Value Problems.
by
Armando Arciniega
The Unieversity of Texas at San Antonio, TX
In the present investigation, shooting methods are described for numerically solving nonlinear stochastic boundary-value problems. These stochastic shooting methods are analogous to standard shooting methods for numerical solution of ordinary deterministic boundary-value problems. It is shown that the shooting methods provide accurate approximations. An error analysis is performed and computational simulations are described.
Date received: December 22, 2006
Copyright © 2006 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # catb-50.