- -

Solving random boundary heat model using the finite difference method under mean square convergence

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Compartir/Enviar a

Citas

Estadísticas

  • Estadisticas de Uso

Solving random boundary heat model using the finite difference method under mean square convergence

Mostrar el registro sencillo del ítem

Ficheros en el ítem

Thumbnail
Nombre: Cortés;Romero;Roselló ...
Tamaño: 747.9Kb
Formato: PDF
Descripción: Versión del Autor.
Abrir
[Cerrado]
Nombre: CMM_Wiley_2019_Bo ...
Tamaño: 678.2Kb
Formato: PDF
Descripción: Versión editorial
Solicitar una copia al autor
dc.contributor.author Cortés, J.-C. es_ES
dc.contributor.author Romero, José-Vicente es_ES
dc.contributor.author Roselló, María-Dolores es_ES
dc.contributor.author Sohaly, M.A. es_ES
dc.date.accessioned 2020-05-29T03:33:41Z
dc.date.available 2020-05-29T03:33:41Z
dc.date.issued 2019-05-05 es_ES
dc.identifier.uri http://hdl.handle.net/10251/144586
dc.description "This is the peer reviewed version of the following article: Cortés, J. C., Romero, J. V., Roselló, M. D., Sohaly, MA. Solving random boundary heat model using the finite difference method under mean square convergence. Comp and Math Methods. 2019; 1:e1026. https://doi.org/10.1002/cmm4.1026 , which has been published in final form at https://doi.org/10.1002/cmm4.1026. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving." es_ES
dc.description.abstract [EN] This contribution is devoted to construct numerical approximations to the solution of the one-dimensional boundary value problem for the heat model with uncertainty in the diffusion coefficient. Approximations are constructed via random numerical schemes. This approach permits discussing the effect of the random diffusion coefficient, which is assumed a random variable. We establish results about the consistency and stability of the random difference scheme using mean square convergence. Finally, an illustrative example is presented. es_ES
dc.description.sponsorship Spanish Ministerio de Economía y Competitividad. Grant Number: MTM2017-89664-P es_ES
dc.language Inglés es_ES
dc.publisher John Wiley & Sons es_ES
dc.relation.ispartof Computational and Mathematical Methods es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Mean square consistency es_ES
dc.subject Mean square stability es_ES
dc.subject Random boundary heat model es_ES
dc.subject Random difference scheme es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Solving random boundary heat model using the finite difference method under mean square convergence es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1002/cmm4.1026 es_ES
dc.relation.projectID info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2013-2016/MTM2017-89664-P/ES/PROBLEMAS DINAMICOS CON INCERTIDUMBRE SIMULABLE: MODELIZACION MATEMATICA, ANALISIS, COMPUTACION Y APLICACIONES/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Cortés, J.; Romero, J.; Roselló, M.; Sohaly, M. (2019). Solving random boundary heat model using the finite difference method under mean square convergence. Computational and Mathematical Methods. 1(3):1-15. https://doi.org/10.1002/cmm4.1026 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.1002/cmm4.1026 es_ES
dc.description.upvformatpinicio 1 es_ES
dc.description.upvformatpfin 15 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 1 es_ES
dc.description.issue 3 es_ES
dc.identifier.eissn 2577-7408 es_ES
dc.relation.pasarela S\380894 es_ES
dc.contributor.funder Agencia Estatal de Investigación es_ES
dc.description.references Han, X., & Kloeden, P. E. (2017). Random Ordinary Differential Equations and Their Numerical Solution. Probability Theory and Stochastic Modelling. doi:10.1007/978-981-10-6265-0 es_ES
dc.description.references Villafuerte, L., Braumann, C. A., Cortés, J.-C., & Jódar, L. (2010). Random differential operational calculus: Theory and applications. Computers & Mathematics with Applications, 59(1), 115-125. doi:10.1016/j.camwa.2009.08.061 es_ES
dc.description.references Logan, J. D. (2004). Partial Differential Equations on Bounded Domains. Undergraduate Texts in Mathematics, 121-171. doi:10.1007/978-1-4419-8879-9_4 es_ES
dc.description.references Cannon, J. R. (1964). A Cauchy problem for the heat equation. Annali di Matematica Pura ed Applicata, 66(1), 155-165. doi:10.1007/bf02412441 es_ES
dc.description.references LinPPY.On The Numerical Solution of The Heat Equation in Unbounded Domains[PhD thesis].New York NY:New York University;1993. es_ES
dc.description.references Li, J.-R., & Greengard, L. (2007). On the numerical solution of the heat equation I: Fast solvers in free space. Journal of Computational Physics, 226(2), 1891-1901. doi:10.1016/j.jcp.2007.06.021 es_ES
dc.description.references Han, H., & Huang, Z. (2002). Exact and approximating boundary conditions for the parabolic problems on unbounded domains. Computers & Mathematics with Applications, 44(5-6), 655-666. doi:10.1016/s0898-1221(02)00180-3 es_ES
dc.description.references Han, H., & Huang, Z. (2002). A class of artificial boundary conditions for heat equation in unbounded domains. Computers & Mathematics with Applications, 43(6-7), 889-900. doi:10.1016/s0898-1221(01)00329-7 es_ES
dc.description.references Strikwerda, J. C. (2004). Finite Difference Schemes and Partial Differential Equations, Second Edition. doi:10.1137/1.9780898717938 es_ES
dc.description.references Kloeden, P. E., & Platen, E. (1992). Numerical Solution of Stochastic Differential Equations. doi:10.1007/978-3-662-12616-5 es_ES
dc.description.references Øksendal, B. (2003). Stochastic Differential Equations. Universitext. doi:10.1007/978-3-642-14394-6 es_ES
dc.description.references Holden, H., Øksendal, B., Ubøe, J., & Zhang, T. (2010). Stochastic Partial Differential Equations. doi:10.1007/978-0-387-89488-1 es_ES
dc.description.references El-Tawil, M. A., & Sohaly, M. A. (2012). Mean square convergent three points finite difference scheme for random partial differential equations. Journal of the Egyptian Mathematical Society, 20(3), 188-204. doi:10.1016/j.joems.2012.08.017 es_ES
dc.description.references Cortés, J.-C., Navarro-Quiles, A., Romero, J.-V., Roselló, M.-D., & Sohaly, M. A. (2018). Solving the random Cauchy one-dimensional advection–diffusion equation: Numerical analysis and computing. Journal of Computational and Applied Mathematics, 330, 920-936. doi:10.1016/j.cam.2017.02.001 es_ES
dc.description.references Cortés, J. C., Jódar, L., Villafuerte, L., & Villanueva, R. J. (2007). Computing mean square approximations of random diffusion models with source term. Mathematics and Computers in Simulation, 76(1-3), 44-48. doi:10.1016/j.matcom.2007.01.020 es_ES
dc.description.references Cortés, J. C., Jódar, L., & Villafuerte, L. (2009). Random linear-quadratic mathematical models: Computing explicit solutions and applications. Mathematics and Computers in Simulation, 79(7), 2076-2090. doi:10.1016/j.matcom.2008.11.008 es_ES
dc.description.references Henderson, D., & Plaschko, P. (2006). Stochastic Differential Equations in Science and Engineering. doi:10.1142/5806 es_ES


Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem