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First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities

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First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities

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dc.contributor.author Cortés, J.-C. es_ES
dc.contributor.author Navarro-Quiles, A. es_ES
dc.contributor.author Romero, José-Vicente es_ES
dc.contributor.author Roselló, María-Dolores es_ES
dc.date.accessioned 2023-02-24T19:01:22Z
dc.date.available 2023-02-24T19:01:22Z
dc.date.issued 2022 es_ES
dc.identifier.uri http://hdl.handle.net/10251/192071
dc.description.abstract [EN] Random initial value problems to non-homogeneous first-order linear differential equations with complex coefficients are probabilistically solved by computing the first probability density of the solution. For the sake of generality, coefficients and initial condition are assumed to be absolutely continuous complex random variables with an arbitrary joint probability density function. The probability of stability, as well as the density of the equilibrium point, are explicitly determined. The Random Variable Transformation technique is extensively utilized to conduct the overall analysis. Several examples are included to illustrate all the theoretical findings. es_ES
dc.description.sponsorship This work has been supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion (AEI) and Fondo Europeo de Desarrollo Regional (FEDER UE) grant PID2020-115270GB-I00 and Generalitat Valenciana (Grant AICO/2021/302). es_ES
dc.language Inglés es_ES
dc.publisher American Institute of Mathematical Sciences es_ES
dc.relation.ispartof AIMS Mathematics es_ES
dc.rights Reconocimiento (by) es_ES
dc.subject Complex differential equations with uncertainties es_ES
dc.subject Probability density function es_ES
dc.subject Random variable transformation method es_ES
dc.subject Uncertainty quantification es_ES
dc.subject Random models es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.3934/math.2022088 es_ES
dc.relation.projectID info:eu-repo/grantAgreement/AEI/Plan Estatal de Investigación Científica y Técnica y de Innovación 2017-2020/PID2020-115270GB-I00/ES/ECUACIONES DIFERENCIALES ALEATORIAS. CUANTIFICACION DE LA INCERTIDUMBRE Y APLICACIONES/ es_ES
dc.relation.projectID info:eu-repo/grantAgreement/GENERALITAT VALENCIANA//AICO%2F2021%2F302//Métodos Computacionales para Ecuaciones Diferenciales Aleatorias. Aplicación a Sistemas Vibratorios/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Escuela Técnica Superior de Ingeniería del Diseño - Escola Tècnica Superior d'Enginyeria del Disseny es_ES
dc.contributor.affiliation Universitat Politècnica de València. Escuela Técnica Superior de Ingenieros de Telecomunicación - Escola Tècnica Superior d'Enginyers de Telecomunicació es_ES
dc.contributor.affiliation Universitat Politècnica de València. Facultad de Administración y Dirección de Empresas - Facultat d'Administració i Direcció d'Empreses es_ES
dc.description.bibliographicCitation Cortés, J.; Navarro-Quiles, A.; Romero, J.; Roselló, M. (2022). First-order linear differential equations whose data are complex random variables: Probabilistic solution and stability analysis via densities. AIMS Mathematics. 7(1):1486-1506. https://doi.org/10.3934/math.2022088 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.3934/math.2022088 es_ES
dc.description.upvformatpinicio 1486 es_ES
dc.description.upvformatpfin 1506 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 7 es_ES
dc.description.issue 1 es_ES
dc.identifier.eissn 2473-6988 es_ES
dc.relation.pasarela S\448191 es_ES
dc.contributor.funder GENERALITAT VALENCIANA es_ES
dc.contributor.funder AGENCIA ESTATAL DE INVESTIGACION es_ES
dc.contributor.funder European Regional Development Fund es_ES
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