Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 15 Approximation of the variance of the solution stochastic process. Example 4.4, assuming dependent initial conditions

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

t	\(\mathbb{V}[X_{14}(t)]\)	\(\mathbb{V}[X_{15}(t)]\)	MC 50,000	MC 100,000
0.00	0.617700	0.617700	0.616645	0.621350
0.25	0.574373	0.574373	0.574355	0.577586
0.50	0.553754	0.553754	0.554522	0.556844
0.75	0.525683	0.525704	0.526991	0.528727

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