We consider the following simplest ordinary differential equations: the Jacobi equation y''+K(x)y=0 with the random coefficient K(x)=K(x,ω) and the equation y'=a(x)y with the random coefficient a(x)=a(x,ω). A relation between numerical and analytical approaches to the study of solutions to these equations is examined. The advantages of these approaches are discussed.

Key words: equations with random coefficients, numerical modeling, stochastic differential equations

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