- -

Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty

RiuNet: Institutional repository of the Polithecnic University of Valencia

Share/Send to

Cited by

Statistics

Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty

Show full item record

Cortés, J.; Navarro-Quiles, A.; Romero, J.; Roselló, M. (2018). Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty. Journal of Computational and Applied Mathematics. 337:190-208. https://doi.org/10.1016/j.cam.2018.01.015

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/121419

Files in this item

Item Metadata

Title: Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
[EN] This paper is devoted to construct approximations of the probability density function of the non-autonomous first-order homogeneous linear random diff erential equation, where the initial condition and the diff usion ...[+]
Subjects: Karhunen-Loève expansion , Random Variable Transformation technique , First probability density function , Random first-order non-autonomous linear differential equation
Copyrigths: Embargado
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2018.01.015
Publisher:
Elsevier
Publisher version: http://doi.org/10.1016/j.cam.2018.01.015
Thanks:
This work has been partially supported by the Ministerio de Economia y Competitividad grant MTM2017-89664-P. Ana Navarro Quiles acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y ...[+]
Type: Artículo

This item appears in the following Collection(s)

Show full item record