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A comparative study to the numerical approximation of random Airy differential equation

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A comparative study to the numerical approximation of random Airy differential equation

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Cortés López, JC.; Jódar Sánchez, LA.; Romero Bauset, JV.; Roselló Ferragud, MD. (2011). A comparative study to the numerical approximation of random Airy differential equation. Computers and Mathematics with Applications. 62(9):3411-3417. doi:10.1016/j.camwa.2011.08.056

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/37628

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Title: A comparative study to the numerical approximation of random Airy differential equation
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
The aim of this paper is twofold. First, we deal with the extension to the random framework of the piecewise Fröbenius method to solve Airy differential equations. This extension is based on mean square stochastic calculus. ...[+]
Subjects: Monte Carlo simulation , Piecewise random Fröbenius method , Polynomial chaos , Random Airy-type differential equations , Comparative studies , Computational time , Deterministic scenario , Mean square , Numerical approximations , Numerical results , Operational methods , Oscillatory solutions , Piece-wise , Random differential equations , Standard deviation , Stochastic calculus , Stochastic process , Computer simulation , Differential equations , Monte Carlo methods , Numerical methods , Random processes , Stochastic systems , Differentiation (calculus)
Copyrigths: Reserva de todos los derechos
Source:
Computers and Mathematics with Applications. (issn: 0898-1221 )
DOI: 10.1016/j.camwa.2011.08.056
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.camwa.2011.08.056
Thanks:
This work has been partially supported by the Spanish M.C.Y.T. and FEDER grants MTM2009-08587, DPI2010-20891-C02-01 as well as the Universitat Politecnica de Valencia grant PAID-06-09 (Ref. 2588).
Type: Artículo

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