Rezazadeh, H., Maghasedi, M., shojaee, B. (2012). Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation. Journal of Linear and Topological Algebra (JLTA), 01(02), 83-95.

H. R. Rezazadeh; M Maghasedi; B shojaee. "Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation". Journal of Linear and Topological Algebra (JLTA), 01, 02, 2012, 83-95.

Rezazadeh, H., Maghasedi, M., shojaee, B. (2012). 'Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation', Journal of Linear and Topological Algebra (JLTA), 01(02), pp. 83-95.

Rezazadeh, H., Maghasedi, M., shojaee, B. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation. Journal of Linear and Topological Algebra (JLTA), 2012; 01(02): 83-95.

Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

^{}Department of Mothematics,Karaj Branch,Islamic Azad Univercity,po.code 31485_313 Karaj,Iran

Abstract

In this paper, we intend to solve special kind of ordinary differential equations which is called
Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.). So, we construct
a stochastic linear equation system from this equation which its solution is based on computing fundamental
matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic
stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained
solutions of these S.D.E.s compared with exact solution of corresponding differential equations.