[EN] In this paper, we are concerned with the construction of numerical schemes for linear random differential equations with discrete delay. For the linear deterministic differential equation with discrete delay, a recent ...
Arencibia Alfaro, Frank(Universitat Politècnica de València, 2021-10-13)
[ES] En el presente trabajo estudiaremos el Modelo Estocástico Log-Normal, el cual está
basado en un proceso estocástico llamado Movimiento Browniano geométrico. El
subyacente seleccionado para el desarrollo de nuestro ...
Calatayud, J.; Cortés, J.-C.; Dorini, F. A.; Jornet, M.(Springer-Verlag, 2020-10-07)
[EN] In this paper, we deal with the logistic growth model with a time-dependent carrying capacity that was proposed in the literature for the study of the total bacterial biomass during occlusion of healthy human skin. ...
Calatayud-Gregori, Julia; Cortés, J.-C.; Jornet-Sanz, Marc(International Scientific Research Publications MY SDN. BHD., 2018)
[EN] In this paper, the application of adaptive generalized polynomial chaos (gPC) to quantify the uncertainty for non-linear
random difference equations is analyzed. It is proved in detail that, under certain assumptions, ...
[EN] Based on the previous literature about the random logistic and Gompertz models, the aim of this paper is to extend the investigations to the generalized logistic differential equation in the random setting. First, ...
[EN] In this paper, we construct two linearly independent response processes to the random Legendre differential equation on (-1,1)U(1,3), consisting of Lp(omega) convergent random power series around the regular¿singular ...
Calatayud Gregori, Julia; Cortés, J.-C.; Dorini, F. A.(World Scientific, 2021-09)
[EN] In this paper, we deal with the non-autonomous logistic growth model with time-dependent intrinsic growth rate and carrying capacity. Accounting for errors in recorded data, randomness is incorporated into the equation ...
Calatayud Gregori, Julia; Cortés, J.-C.; Jornet Sanz, Marc(American Institute of Mathematical Sciences, 2022-02)
[EN] This paper deals with the random wave equation on a bounded domain with Dirichlet boundary conditions. Randomness arises from the velocity wave, which is a positive random variable, and the two initial conditions, ...
[EN] In this article, we study random differential equations with discrete delay with initial condition The uncertainty in the problem is reflected via the outcome omega. The initial condition g(t) is a stochastic process. ...
[EN] In this paper we study random non-autonomous second order linear differential equations by taking advantage of the powerful theory of random difference equations. The coefficients are assumed to be stochastic processes, ...
Jornet, Marc; Calatayud, J.; Le Maître, O.P.; Cortés, J.-C.(Elsevier, 2020-08-15)
[EN] This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response process, and that task has been an ...
[EN] The aim of this paper is to solve a class of non-autonomous linear fractional differential equations with random inputs. A mean square convergent series solution is constructed in the case that the fractional order a ...
[EN] The objective of this paper is to complete certain issues from our recent contribution
(Calatayud, J.; Cortés, J.-C.; Jornet, M.; Villafuerte, L. Random non-autonomous second order linear
differential equations: ...
[EN] This paper deals with the damped pendulum random differential equation: (X) over double dot(t)+2 omega(0)xi(X) over dot(t) + omega X-2(0)(t) = Y(t), t is an element of [0, T], with initial conditions X(0) = X-0 and ...
[EN] This paper presents an intuitive approximation to the concept of conditional expectation of a random variable based upon a graphical interpretation.
[EN] Discrete stochastic systems model discrete response data on some phenomenon with inherent uncertainty. The main goal of uncertainty quantification is to derive the probabilistic features of the stochastic system. This ...
[EN] This paper deals with the randomized heat equation defined on a general bounded interval [L-1, L-2] and with nonhomogeneous boundary conditions. The solution is a stochastic process that can be related, via changes ...
[EN] This paper concerns the estimation of the density function of the solution to a random nonautonomous second-order linear differential equation with analytic data processes. In a recent contribution, we proposed to ...