Casabán, M.C.; Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto(Elsevier, 2016)
[EN] This paper provides a complete probabilistic description of SIS-type epidemiological models where all the input parameters (contagion rate, recovery rate and initial conditions) are assumed to be random variables. By ...
[EN] We randomize the following class of linear differential equations with delay, x(tau)' (t) = ax(tau) (t) bx(tau) (t -tau), t> 0, and initial condition, x(tau )(t) = g(t), -tau <= t <= 0, by assuming that coefficients ...
[EN] In this paper, we deal with computational uncertainty quantification for stochastic models with one random input parameter. The goal of the paper is twofold: First, to approximate the set of probability density functions ...
Casabán, M.-C.; Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto(Elsevier, 2017)
[EN] The random variable transformation technique is a powerful method to determine the probabilistic solution for random differential equations represented by the first probability density function of the solution stochastic ...
Cortés, J.-C.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto(Elsevier, 2017)
[EN] Generalized polynomial chaos (gPC) is a spectral technique in random space to represent random variables and stochastic processes in terms of orthogonal polynomials of the Askey scheme. One of its most fruitful ...
Casabán, M. C.; Cortés, J.C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto(Elsevier, 2016)
[EN] This paper deals with the determination of the first probability density function of the solution stochastic process to the homogeneous Riccati differential equation taking advantage of both linearization and Random ...
[EN] Classical Markov models are defined through a stochastic transition matrix, i.e., a matrix whose columns (or rows) are deterministic values representing transition probabilities. However, in practice these quantities ...
[EN] This paper deals with the approximate computation of the first probability density function of the solution stochastic process to second-order linear differential equations with random analytic coefficients about ...
[EN] The study of the dynamics of the size of a population via mathematical modelling is a problem of interest and widely studied. Traditionally, continuous deterministic methods based on differential equations have been ...