Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 11 Approximation of the variance of the solution stochastic process. Example 4.3

From: Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

t	\(\mathbb{V}[X_{15}(t)]\)	\(\mathbb{V}[X_{16}(t)]\)	MC 50,000	MC 100,000
0.00	0	0	0	0
0.25	0.0102077	0.0102074	0.0101172	0.0102664
0.50	0.0190996	0.0190999	0.0189214	0.0192053
0.75	0.0237400	0.0237403	0.0235191	0.0238499
1.00	0.0268721	0.0268711	0.0266311	0.0269620
1.25	0.0297852	0.0297465	0.0295049	0.0298201
1.50	0.0333309	0.0325867	0.0325021	0.0328009

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