Numerical Procedures for Random Differential Equations

<div>(a) Standard deviation of <svg height="8.8423pt" id="M624" style="vertical-align:-0.2064009pt" version="1.1" viewbox="-0.0498162 -8.6359 9.58606 8.8423" width="9.58606pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M715 650H476L470 622C550 619 562 610 562 570C562 536 553 481 535 384L523 321C485 121 408 37 283 37C178 37 99 109 134 297L178 532C193 612 199 616 278 622L284 650H29L23 622C105 616 109 609 94 532L48 291C23 160 51 83 98 40C143 -1 202 -16 260 -16C321 -16 387 3 439 49C509 111 542 204 563 312L577 384C595 479 608 533 619 569C629 603 637 620 709 622L715 650Z" id="g113-86"></path></g></svg> when <svg height="12.997pt" id="M625" style="vertical-align:-3.2911pt" version="1.1" viewbox="-0.0498162 -9.7059 8.67493 12.997" width="8.67493pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M425 682C425 693 422 699 407 699C369 699 308 677 260 646C213 651 191 674 191 701C191 715 195 726 200 734L183 740C153 730 118 709 118 681C118 644 163 619 218 615C168 582 115 534 115 463C115 418 147 382 180 369C102 329 23 261 23 163C23 74 74 38 158 14C183 7 201 2 221 -2C279 -15 290 -33 290 -58C290 -94 251 -145 230 -169L252 -189C280 -171 367 -103 367 -25C367 20 333 51 266 68C245 73 218 80 191 89C139 106 107 135 107 192C107 261 161 329 221 355C248 350 281 347 314 347C330 347 370 388 370 406C370 418 366 422 352 422C321 422 280 413 255 407C218 413 192 448 192 493C192 544 229 588 266 610C309 610 354 615 376 623C397 631 425 651 425 682Z" id="g113-236"></path></g><g transform="matrix(.0091,0,0,-0.0091,5.499,3.132)"><path d="M250 606C250 634 233 656 203 656C168 656 146 618 146 593C146 564 169 545 192 545C227 545 250 573 250 606ZM227 95L212 119C187 98 152 71 135 71C129 71 128 78 134 102L207 373C219 418 217 451 194 451C165 451 92 411 30 351L44 326C77 353 106 371 114 371C124 371 121 357 117 341L55 97C32 5 46 -12 70 -12C108 -12 191 51 227 95Z" id="g50-106"></path></g></svg> follow the truncated exponential law in <svg height="11.439pt" id="M626" style="vertical-align:-2.15067pt" version="1.1" viewbox="-0.0498162 -9.28833 33.0477 11.439" width="33.0477pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M290 -163V-135C183 -126 181 -122 181 -44V583C181 662 184 666 290 675V703H120V-163H290Z" id="g113-92"></path></g><g transform="matrix(.013,0,0,-0.013,4.485,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,10.725,0)"><path d="M95 130C70 130 46 113 46 88C46 72 54 64 59 64C93 55 121 33 121 -3C121 -41 93 -68 44 -88L55 -117C117 -98 186 -56 186 22C186 91 131 130 95 130Z" id="g113-45"></path></g><g transform="matrix(.013,0,0,-0.013,15.868,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z" id="g113-50"></path></g><g transform="matrix(.013,0,0,-0.013,22.108,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,28.348,0)"><path d="M226 -163V703H56V676C162 667 165 662 165 584V-43C165 -122 162 -126 56 -136V-163H226Z" id="g113-94"></path></g></svg> and <svg height="9.4347pt" id="M627" style="vertical-align:-3.29111pt" version="1.1" viewbox="-0.0498162 -6.14359 9.94066 9.4347" width="9.94066pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M548 455L523 469C505 448 490 439 461 439C416 439 374 447 316 447C144 447 23 310 23 161C23 47 89 -12 179 -12C312 -12 429 106 429 244C429 303 419 344 368 386L371 388C404 383 440 378 474 378C507 378 530 411 548 455ZM350 274C350 191 308 25 198 25C144 25 108 75 108 157C108 264 170 395 276 395C296 395 320 384 333 360C347 334 350 316 350 274Z" id="g113-240"></path></g><g transform="matrix(.0091,0,0,-0.0091,6.76,3.132)"><path d="M250 606C250 634 233 656 203 656C168 656 146 618 146 593C146 564 169 545 192 545C227 545 250 573 250 606ZM227 95L212 119C187 98 152 71 135 71C129 71 128 78 134 102L207 373C219 418 217 451 194 451C165 451 92 411 30 351L44 326C77 353 106 371 114 371C124 371 121 357 117 341L55 97C32 5 46 -12 70 -12C108 -12 191 51 227 95Z" id="g50-106"></path></g></svg> = 20%. (b) Means of <svg height="8.8423pt" id="M628" style="vertical-align:-0.2064009pt" version="1.1" viewbox="-0.0498162 -8.6359 9.58606 8.8423" width="9.58606pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M715 650H476L470 622C550 619 562 610 562 570C562 536 553 481 535 384L523 321C485 121 408 37 283 37C178 37 99 109 134 297L178 532C193 612 199 616 278 622L284 650H29L23 622C105 616 109 609 94 532L48 291C23 160 51 83 98 40C143 -1 202 -16 260 -16C321 -16 387 3 439 49C509 111 542 204 563 312L577 384C595 479 608 533 619 569C629 603 637 620 709 622L715 650Z" id="g113-86"></path></g></svg> when <svg height="12.997pt" id="M629" style="vertical-align:-3.2911pt" version="1.1" viewbox="-0.0498162 -9.7059 8.67493 12.997" width="8.67493pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M425 682C425 693 422 699 407 699C369 699 308 677 260 646C213 651 191 674 191 701C191 715 195 726 200 734L183 740C153 730 118 709 118 681C118 644 163 619 218 615C168 582 115 534 115 463C115 418 147 382 180 369C102 329 23 261 23 163C23 74 74 38 158 14C183 7 201 2 221 -2C279 -15 290 -33 290 -58C290 -94 251 -145 230 -169L252 -189C280 -171 367 -103 367 -25C367 20 333 51 266 68C245 73 218 80 191 89C139 106 107 135 107 192C107 261 161 329 221 355C248 350 281 347 314 347C330 347 370 388 370 406C370 418 366 422 352 422C321 422 280 413 255 407C218 413 192 448 192 493C192 544 229 588 266 610C309 610 354 615 376 623C397 631 425 651 425 682Z" id="g113-236"></path></g><g transform="matrix(.0091,0,0,-0.0091,5.499,3.132)"><path d="M250 606C250 634 233 656 203 656C168 656 146 618 146 593C146 564 169 545 192 545C227 545 250 573 250 606ZM227 95L212 119C187 98 152 71 135 71C129 71 128 78 134 102L207 373C219 418 217 451 194 451C165 451 92 411 30 351L44 326C77 353 106 371 114 371C124 371 121 357 117 341L55 97C32 5 46 -12 70 -12C108 -12 191 51 227 95Z" id="g50-106"></path></g></svg> follow the truncated exponential law in <svg height="11.439pt" id="M630" style="vertical-align:-2.15067pt" version="1.1" viewbox="-0.0498162 -9.28833 33.0477 11.439" width="33.0477pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M290 -163V-135C183 -126 181 -122 181 -44V583C181 662 184 666 290 675V703H120V-163H290Z" id="g113-92"></path></g><g transform="matrix(.013,0,0,-0.013,4.485,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,10.725,0)"><path d="M95 130C70 130 46 113 46 88C46 72 54 64 59 64C93 55 121 33 121 -3C121 -41 93 -68 44 -88L55 -117C117 -98 186 -56 186 22C186 91 131 130 95 130Z" id="g113-45"></path></g><g transform="matrix(.013,0,0,-0.013,15.868,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z" id="g113-50"></path></g><g transform="matrix(.013,0,0,-0.013,22.108,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path></g><g transform="matrix(.013,0,0,-0.013,28.348,0)"><path d="M226 -163V703H56V676C162 667 165 662 165 584V-43C165 -122 162 -126 56 -136V-163H226Z" id="g113-94"></path></g></svg> and <svg height="9.4347pt" id="M631" style="vertical-align:-3.29111pt" version="1.1" viewbox="-0.0498162 -6.14359 9.94066 9.4347" width="9.94066pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M548 455L523 469C505 448 490 439 461 439C416 439 374 447 316 447C144 447 23 310 23 161C23 47 89 -12 179 -12C312 -12 429 106 429 244C429 303 419 344 368 386L371 388C404 383 440 378 474 378C507 378 530 411 548 455ZM350 274C350 191 308 25 198 25C144 25 108 75 108 157C108 264 170 395 276 395C296 395 320 384 333 360C347 334 350 316 350 274Z" id="g113-240"></path></g><g transform="matrix(.0091,0,0,-0.0091,6.76,3.132)"><path d="M250 606C250 634 233 656 203 656C168 656 146 618 146 593C146 564 169 545 192 545C227 545 250 573 250 606ZM227 95L212 119C187 98 152 71 135 71C129 71 128 78 134 102L207 373C219 418 217 451 194 451C165 451 92 411 30 351L44 326C77 353 106 371 114 371C124 371 121 357 117 341L55 97C32 5 46 -12 70 -12C108 -12 191 51 227 95Z" id="g50-106"></path></g></svg> = 20%.</div>

Journal of Applied Mathematics

Numerical Procedures for Random Differential Equations

Figure 4