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Solution of Ordinary and Stochastic Differential Equations
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Joined: Tue Jan 10, 2017 9:59 am
Posts: 1
Post Solution of Ordinary and Stochastic Differential Equations
I have proposed a new method called the method of iterated integrals to evaluate the integrals of functions that take some dependent variables and other independent variables as their argument. In this paper, I have tried to use this new method for the solution of ordianry differential equations of arbitrary orders and their systems by solving the integral that represents their formal solution. The method can also be applied to solution of stochastic differential equations written as stochastic integrals. Here is the link to paper: .Title of the paper is "On the General Solution of Initial Value Problems of Ordinary Differential Equations Using the Method of Iterated Integrals".

I have also posted the paper on vixra. I would request any comments about the new method.

Tue Jan 10, 2017 10:14 am
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