Bevia, VJ.; Cortés, J.; Jornet-Sanz, M.; Villanueva Micó, RJ. (2023). Probabilistic analysis of a general class of nonlinear random differential equations with state-dependent impulsive terms via probability density functions. Communications in Nonlinear Science and Numerical Simulation. 119. https://doi.org/10.1016/j.cnsns.2023.107097
Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/203297
Título:
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Probabilistic analysis of a general class of nonlinear random differential equations with state-dependent impulsive terms via probability density functions
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Autor:
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Bevia, Vicente J.
Cortés, J.-C.
Jornet-Sanz, Marc
Villanueva Micó, Rafael Jacinto
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Entidad UPV:
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Universitat Politècnica de València. Facultad de Administración y Dirección de Empresas - Facultat d'Administració i Direcció d'Empreses
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Fecha difusión:
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Resumen:
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[EN]
In this contribution, we rigorously construct a pathwise solution to a general scalar random differential equation with state-dependent Dirac-delta impulse terms at a finite number of time instants. Furthermore, we ...[+]
[EN]
In this contribution, we rigorously construct a pathwise solution to a general scalar random differential equation with state-dependent Dirac-delta impulse terms at a finite number of time instants. Furthermore, we obtain the first probability density function of the solution by combining two main results, firstly, the Liouville-Gibbs equation between the impulse instants, and secondly, the Random Variable Transformation technique at the impulse times. Finally, all theoretical findings are illustrated on two stochastic models, widely used in mathematical modeling, carrying on computational simulations.(c) 2023 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
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Palabras clave:
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Random differential equations
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Dirac-delta impulse terms
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First probability density function
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Liouville-Gibbs equation
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Random variable transformation technique
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Derechos de uso:
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Reconocimiento - No comercial - Sin obra derivada (by-nc-nd)
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Fuente:
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Communications in Nonlinear Science and Numerical Simulation. (issn:
1007-5704
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DOI:
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10.1016/j.cnsns.2023.107097
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Editorial:
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Elsevier
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Versión del editor:
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https://doi.org/10.1016/j.cnsns.2023.107097
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Código del Proyecto:
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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/
info:eu-repo/grantAgreement/UPV//PAID//Programa de Ayudas de Investigación y Desarrollo/
info:eu-repo/grantAgreement/GVA//AICO%2F2021%2F302/
info:eu-repo/grantAgreement/ESF//EDGJID%2F2021%2F185//Iniciativa de Empleo Juvenil/
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Agradecimientos:
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This work has been partially supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion (AEI), Spain, and Fondo Europeo de Desarrollo Regional (FEDER UE) grant ...[+]
This work has been partially supported by the Spanish Ministerio de Economia, Industria y Competitividad (MINECO), the Agencia Estatal de Investigacion (AEI), Spain, and Fondo Europeo de Desarrollo Regional (FEDER UE) grant PID2020-115270GB-I00, the Generalitat Valenciana, Spain (grant AICO/2021/302) and by el Fondo Social Europeo y la Iniciativa de Empleo Juvenil EDGJID/2021/185. Vicente Bevia acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigacion y Desarrollo (PAID), Universitat Politecnica de Valencia, Spain.
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Tipo:
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Artículo
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