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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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dc.contributor.author Calbo Sanjuán, Gema es_ES
dc.contributor.author Cortés López, Juan Carlos es_ES
dc.contributor.author Jódar Sánchez, Lucas Antonio es_ES
dc.date.accessioned 2016-04-25T14:10:38Z
dc.date.available 2016-04-25T14:10:38Z
dc.date.issued 2011-12-01
dc.identifier.issn 0096-3003
dc.identifier.uri http://hdl.handle.net/10251/62895
dc.description.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 hypotheses on the data, we establish that the constructed random power series solution is mean square convergent. We provide conditions in order to obtain random polynomial solutions and, as a consequence, random Hermite polynomial are introduced. Also, the main statistical functions of the approximate stochastic process solution generated by truncation of the exact power series solution are given. Finally, we apply the proposed technique to several illustrative examples comparing the numerical results with respect to those provided by other available approaches including Monte Carlo simulation. © 2011 Elsevier Inc. All rights reserved. es_ES
dc.description.sponsorship 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). en_EN
dc.language Inglés es_ES
dc.publisher Elsevier es_ES
dc.relation Spanish M.C.Y.T. es_ES
dc.relation FEDER [MTM2009-08587, DPI2010-20891-C02-01] es_ES
dc.relation Universitat Politecnica de Valencia [PAID-06-09 (Ref. 2588)] es_ES
dc.relation.ispartof Applied Mathematics and Computation es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Mean square calculus es_ES
dc.subject Random differential equation es_ES
dc.subject Random Hermite polynomial es_ES
dc.subject Random power series solution es_ES
dc.subject Hermite es_ES
dc.subject Hermite differential equations es_ES
dc.subject Hermite polynomials es_ES
dc.subject Illustrative examples es_ES
dc.subject Initial conditions es_ES
dc.subject Mean square es_ES
dc.subject Monte Carlo Simulation es_ES
dc.subject Numerical results es_ES
dc.subject Power series solutions es_ES
dc.subject Random differential equations es_ES
dc.subject Random polynomials es_ES
dc.subject Second order linear differential equation es_ES
dc.subject Statistical functions es_ES
dc.subject Statistical properties es_ES
dc.subject Stochastic process es_ES
dc.subject Computer simulation es_ES
dc.subject Differential equations es_ES
dc.subject Monte Carlo methods es_ES
dc.subject Random processes es_ES
dc.subject Polynomials es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Random Hermite differential equations: Mean square power series solutions and statistical properties es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1016/j.amc.2011.09.008
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation 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 es_ES
dc.description.accrualMethod Senia es_ES
dc.relation.publisherversion http://dx.doi.org/10.1016/j.amc.2011.09.008 es_ES
dc.description.upvformatpinicio 3654 es_ES
dc.description.upvformatpfin 3666 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 218 es_ES
dc.description.issue 7 es_ES
dc.relation.senia 210545


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