[EN] In this paper, we provide a full probabilistic study of the random autonomous linear differential equation with discrete delay , with initial condition x(t)=g(t), -t0. The coefficients a and b are assumed to be random ...
[EN] This paper aims at extending a previous contribution dealing with the random autonomous-homogeneous linear differential equation with discrete delay tau > 0, by adding a random forcing term f(t) that varies with time: ...
Calatayud, Julia; Caraballo, Tomás; Cortés, J.-C.; Jornet, Marc(Texas State University. Department of Mathematics, 2020-05-26)
[EN] In this article we analyze the randomized non-autonomous Bertalanffy model
x' (t, omega) = a(t, omega)x(t, omega) b(t, omega)x(t, omega)(2/3), x(t(0), omega) = x(0)(omega),
where a(t, omega) and b(t, omega) are ...
[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 ...
Jornet Sanz, Marc(Universitat Politècnica de València, 2020-03-05)
[EN] This thesis concerns the analysis of differential equations with uncertain input parameters, in the form of random variables or stochastic processes with any type of probability distributions. In modeling, the input ...
Corberán-Vallet, Ana; Santonja, F.; Jornet-Sanz, Marc; Villanueva Micó, Rafael Jacinto(John Wiley & Sons, 2018-03-20)
[EN] We present a Bayesian stochastic susceptible-exposed-infectious-recovered model in discrete time to understand chickenpox transmission in the Valencian Community, Spain. During the last decades, different strategies ...
Gascó Ferrer, René(Universitat Politècnica de València, 2020-08-12)
[ES] Durante el desarrollo de este Trabajo Final de Máster, se planteará una mejora del
Modelo Estocástico Log-Normal, el cual está basado en el proceso estocástico
denominado Movimiento Browniano Geométrico. En primer ...
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.; 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, ...
Bevia, Vicente J.; Cortés, J.-C.; Jornet-Sanz, Marc; Villanueva Micó, Rafael Jacinto(Elsevier, 2023-05)
[EN]
In this contribution, we rigorously construct a pathwise solution to a general scalar random differential equation with state-dependent Dirac-delta impulse terms at a finite number of time instants. Furthermore, we ...
[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 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.