Probabilistic analysis of a class of 2D-random heat equations via densities

Handle

https://riunet.upv.es/handle/10251/205143

Cita bibliográfica

Bevia-Escrig, V.; Calatayud, J.; Cortés, J. (2023). Probabilistic analysis of a class of 2D-random heat equations via densities. Applied Mathematics Letters. 146. https://doi.org/10.1016/j.aml.2023.108828

Titulación

Resumen

[EN] We give new probabilistic results for a class of random two-dimensional homogeneous heat equations with mixed homogeneous Dirichlet and Neumann boundary conditions and an arbitrary initial condition on a rectangular domain. The diffusion coefficient is assumed to be an arbitrary second-order random variable, while the initial condition is a stochastic process admitting a Karhunen-Loeve expansion. We then construct pointwise convergent approximations for the main moments and the density of the solution.

Fuente

Applied Mathematics Letters issn: 0893-9659

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