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Mean square convergent numerical solutions of random fractional differential equations: Approximations of moments and density

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Mean square convergent numerical solutions of random fractional differential equations: Approximations of moments and density

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Burgos, C.; Cortés, J.; Villafuerte, L.; Villanueva Micó, RJ. (2020). Mean square convergent numerical solutions of random fractional differential equations: Approximations of moments and density. Journal of Computational and Applied Mathematics. 378:1-14. https://doi.org/10.1016/j.cam.2020.112925

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Title: Mean square convergent numerical solutions of random fractional differential equations: Approximations of moments and density
Author: Burgos, C. Cortés, J.-C. Villafuerte, L. Villanueva Micó, Rafael Jacinto
UPV Unit: Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària
Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Embargo end date: 2022-05-31
Abstract:
[EN] A fractional forward Euler-like method is developed to solve initial value problems with uncertainties formulated via the Caputo fractional derivative. The analysis is conducted by using the so-called random mean ...[+]
Subjects: Fractional differential equations with randomness , Random mean square calculus , Random mean square Caputo fractional derivative , Random numerics , Maximum Entropy Principle
Copyrigths: Embargado
Source:
Journal of Computational and Applied Mathematics. (issn: 0377-0427 )
DOI: 10.1016/j.cam.2020.112925
Publisher:
Elsevier
Publisher version: https://doi.org/10.1016/j.cam.2020.112925
Project ID:
AEI/MTM2017-89664-P-AR
EDUC.INVEST.CULT.DEP/GJIDI/2018/A/009
EDUC.INVEST.CULT.DEP/GJIDI/2018/A/010
Thanks:
This work has been partially supported by the Ministerio de Economia y Competitividad grant MTM2017-89664-P and by the European Union through the Operational Program of the European Regional Development Fund (ERDF)/European ...[+]
Type: Artículo

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