Constructing mean square approximations of decomposable space-time uncertainty diffusion models
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https://riunet.upv.es/handle/10251/63872
Cita bibliográfica
Cortés, J.; Jódar Sánchez, LA.; Romero Bauset, JV.; Villafuerte, L. (2012). Constructing mean square approximations of decomposable space-time uncertainty diffusion models. Egyptian-Chinese journal of computational and applied mathematics. 1(1):10-23. https://riunet.upv.es/handle/10251/63872
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[EN] In this paper mixed diffusion models under decomposable space-time uncertainty are studied. Existence conditions for constructing a mean square convergent series stochastic solution process are given. Methods for constructing numerical mean square approximations and computing the expectation and variance are illustrated by an example.
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Egyptian-Chinese journal of computational and applied mathematics issn: 2223-6457