Calbo Sanjuán, G.; Cortés López, JC.; Jódar Sánchez, LA.; Villafuerte Altuzar, L. (2011). Solving the random Legendre differential equation: Mean square power series solution and its statistical functions. Computers and Mathematics with Applications. 61(9):2782-2792. https://doi.org/10.1016/j.camwa.2011.03.045
Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/37627
Título:
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Solving the random Legendre differential equation: Mean square power series solution and its statistical functions
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Autor:
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Calbo Sanjuán, Gema
Cortés López, Juan Carlos
Jódar Sánchez, Lucas Antonio
Villafuerte Altuzar, Laura
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Entidad UPV:
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Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
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Fecha difusión:
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Resumen:
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In this paper we construct, by means of random power series, the solution of second order linear differential equations of Legendre-type containing uncertainty through its coefficients and initial conditions. By assuming ...[+]
In this paper we construct, by means of random power series, the solution of second order linear differential equations of Legendre-type containing uncertainty through its coefficients and initial conditions. By assuming appropriate hypotheses on the data, we prove that the constructed random power series solution is mean square convergent. In addition, the main statistical functions of the approximate solution stochastic process generated by truncation of the exact power series solution are given. Finally, we apply the proposed method to some illustrative examples to compare the numerical results for the average and the variance with respect to those obtained by the Monte Carlo approach. © 2011 Elsevier Ltd. All rights reserved.
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Palabras clave:
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Mean square and mean fourth calculus
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Random differential equation
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Random power series solution
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Approximate solution
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Illustrative examples
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Initial conditions
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Legendre
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Mean square
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Monte Carlo approach
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Numerical results
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Power series
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Power series solutions
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Second order linear differential equation
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Statistical functions
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Stochastic process
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Calculations
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Differential equations
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Monte Carlo methods
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Numerical methods
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Random processes
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Differentiation (calculus)
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Derechos de uso:
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Reserva de todos los derechos
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Fuente:
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Computers and Mathematics with Applications. (issn:
0898-1221
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DOI:
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10.1016/j.camwa.2011.03.045
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Editorial:
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Elsevier
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Versión del editor:
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http://dx.doi.org/10.1016/j.camwa.2011.03.045
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Código del Proyecto:
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info:eu-repo/grantAgreement/MICINN//MTM2009-08587/ES/Ecuaciones Diferenciales Aleatorias Y Aplicaciones/ /
info:eu-repo/grantAgreement/UPV//PAID-06-09-2588/
info:eu-repo/grantAgreement/MICINN//DPI2010-20891-C02-01/ES/MODELIZACION Y METODOS NUMERICOS, ALEATORIOS Y DETERMINISTAS, PARA EL FILTRADO DE PARTICULAS DIESEL EN MOTORES DE COMBUSTION INTERNA SOBREALIMENTADOS/
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Agradecimientos:
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This work has been partially supported by the Spanish M.C.Y.T. grants MTM2009-08587, DPI2010-20891-C02-01, Universidad Politecnica de Valencia grant PAID06-09-2588 and Mexican Conacyt.
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Tipo:
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Artículo
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