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Random Hermite differential equations: Mean square power series solutions and statistical properties

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Random Hermite differential equations: Mean square power series solutions and statistical properties

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Calbo Sanjuán, G.; Cortés López, JC.; Jódar Sánchez, LA. (2011). Random Hermite differential equations: Mean square power series solutions and statistical properties. Applied Mathematics and Computation. 218(7):3654-3666. doi:10.1016/j.amc.2011.09.008

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Title: Random Hermite differential equations: Mean square power series solutions and statistical properties
Author:
UPV Unit: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Issued date:
Abstract:
This paper deals with the construction of random power series solution of second order linear differential equations of Hermite containing uncertainty through its coefficients and initial conditions. Under appropriate ...[+]
Subjects: Mean square calculus , Random differential equation , Random Hermite polynomial , Random power series solution , Hermite , Hermite differential equations , Hermite polynomials , Illustrative examples , Initial conditions , Mean square , Monte Carlo Simulation , Numerical results , Power series solutions , Random differential equations , Random polynomials , Second order linear differential equation , Statistical functions , Statistical properties , Stochastic process , Computer simulation , Differential equations , Monte Carlo methods , Random processes , Polynomials
Copyrigths: Reserva de todos los derechos
Source:
Applied Mathematics and Computation. (issn: 0096-3003 )
DOI: 10.1016/j.amc.2011.09.008
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.amc.2011.09.008
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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