Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores(Hindawi Publishing Corporation, 2016)
[EN] This paper presents a complete stochastic solution represented by the first probability density function for random first-order linear
difference equations. The study is based on Random Variable Transformation method. ...
Casabán, M.-C.; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(MDPI AG, 2021)
[EN] This paper deals with the search for reliable efficient finite difference methods for the
numerical solution of random heterogeneous diffusion reaction models with a finite degree of
randomness. Efficiency appeals to ...
Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; El-Fakharany, Mohamed; Casabán Bartual, Mª Consuelo(Hindawi Publishing Corporation, 2013-05)
[EN] This paper deals with the numerical solution of option pricing stochastic volatility model described by a time-dependent, twodimensional
convection-diffusion reaction equation. Firstly, the mixed spatial derivative ...
Casabán Bartual, Mª Consuelo(Universitat Politècnica de València, 2010-01-14)
Esta memoria trata sobre la construcción de soluciones numéricas estables de sistemas parabólicos e hiperbólicos acoplados. Las etapas características de esta memoria son: la construcción de soluciones discretas utilizando ...
Casabán, M.C.; Cortés, J.-C.; Jódar Sánchez, Lucas Antonio(Elsevier, 2018)
[EN] This paper is aimed to extend, the non-autonomous case, the results recently given in the paper [1] for solving autonomous linear and quadratic random matrix differential equations. With this goal, important deterministic ...
Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio(Elsevier, 2016-11)
[EN] In this paper linear and Riccati random matrix differential equations are solved taking advantage of the so called L-p-random calculus. Uncertainty is assumed in coefficients and initial conditions. Existence of the ...
[EN] In this paper a complete probabilistic description for the solution of random homogeneous linear second-order differential equations via the computation of its two first probability density functions is given. As a ...
Casabán, M. C.; Cortés, J. C.; Jódar Sánchez, Lucas Antonio(Elsevier, 2016)
[EN] This paper develops a random mean square Fourier transform approach to solve random partial differential heat problems with nonhomogeneous boundary value conditions. Random mean square operational rules for the random ...
Casabán, M.C.; Company Rossi, Rafael; Cortés, J.-C.; Jódar Sánchez, Lucas Antonio(Elsevier, 2014-12-15)
[EN] This paper deals with the construction of an analytic-numerical mean square solution of the random diffusion model in an infinite medium. The well-known Fourier transform method, which is used to solve this problem ...
Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio(2020-07-10)
[EN] Integral Transform technique is a powerful method for solving random partial differencial equations (RPDEs) in unbounded domains but an alternative is needed in the case of bounded domains. In this case finite difference ...
[EN] This paper provides a constructive procedure for the computation of approximate solutions of random time-dependent hyperbolic mean square partial differential problems. Based on the theoretical representation of the ...