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Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem

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Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem

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Calatayud, J.; Cortés, J.; Díaz, J.; Jornet, M. (2020). Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem. Stochastics: An International Journal of Probability and Stochastic Processes (Online). 92(4):627-641. https://doi.org/10.1080/17442508.2019.1645849

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/161848

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Metadatos del ítem

Título: Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem
Autor: Calatayud, J. Cortés, J.-C. Díaz, J.A. Jornet, M.
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Resumen:
[EN] A computational approach to approximate the probability density function of random differential equations is based on transformation of random variables and finite difference schemes. The theoretical analysis of this ...[+]
Palabras clave: Random diffusion-reaction Poisson-type problem , Finite difference scheme , Probability density function , Numerical methods
Derechos de uso: Reserva de todos los derechos
Fuente:
Stochastics: An International Journal of Probability and Stochastic Processes (Online). (eissn: 1744-2516 )
DOI: 10.1080/17442508.2019.1645849
Editorial:
Taylor & Francis
Versión del editor: https://doi.org/10.1080/17442508.2019.1645849
Código del Proyecto:
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/
Agradecimientos:
This work has been supported by the Spanish Ministerio de Economia y Competitividad grant MTM2017-89664-P. Marc Jornet acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y Desarrollo ...[+]
Tipo: Artículo

References

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Dorini, F. A., Cecconello, M. S., & Dorini, L. B. (2016). On the logistic equation subject to uncertainties in the environmental carrying capacity and initial population density. Communications in Nonlinear Science and Numerical Simulation, 33, 160-173. doi:10.1016/j.cnsns.2015.09.009

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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

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