Hamming method for solving uncertain differential equations

Yi Zhang, Jinwu Gao and Zhiyong Huang

Applied Mathematics and Computation, 2017, vol. 313, issue C, 331-341

Abstract: Uncertain differential equations are important tools to model continuous time varying uncertain phenomena. When analytic solutions become unreachable, numerical solutions provide us important alternatives to solve uncertain differential equations. This paper presents a linear multi-step method, Hamming method, for solving uncertain differential equations. Numerical example shows that the Hamming method is more efficient and effective than the general linear one-step method (e.g. Euler method and Runge–Kutta method). Finally, extreme value and time integral of solutions are also given via Hamming method for illustrating purpose.

Keywords: Hamming method; Uncertainty theory; Uncertain differential equation; Numerical solution (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (14)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:313:y:2017:i:c:p:331-341

DOI: 10.1016/j.amc.2017.05.080

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