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dc.contributor.author | Cortés López, Juan Carlos | es_ES |
dc.contributor.author | Jódar Sánchez, Lucas Antonio | es_ES |
dc.contributor.author | Roselló Ferragud, María Dolores | es_ES |
dc.contributor.author | Villafuerte, L. | es_ES |
dc.date.accessioned | 2016-04-25T14:24:47Z | |
dc.date.available | 2016-04-25T14:24:47Z | |
dc.date.issued | 2012-11-01 | |
dc.identifier.issn | 0096-3003 | |
dc.identifier.uri | http://hdl.handle.net/10251/62896 | |
dc.description.abstract | This paper deals with the construction of mean square real-valued solutions to both initial and boundary value problems of linear differential equations whose coefficients are assumed to be stochastic processes and, initial and boundary conditions are random variables. A key result to conduct our study is the extension of the Leibniz integral rule to the random framework taking advantage of the so-called random Fourth Calculus. Exact expressions for the main statistical functions (average and variance) associated to the solutions to both problems are also provided. Illustrative examples computing the average and standard deviation are included. | es_ES |
dc.description.sponsorship | 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 PAID06-11-2070 and Mexican Conacyt. | en_EN |
dc.language | Inglés | es_ES |
dc.publisher | Elsevier | es_ES |
dc.relation.ispartof | Applied Mathematics and Computation | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Initial and boundary linear random differential equations | es_ES |
dc.subject | p-Mean stochastic calculus | es_ES |
dc.subject.classification | MATEMATICA APLICADA | es_ES |
dc.title | Solving initial and two-point boundary value linear random differential equations: A mean square approach | es_ES |
dc.type | Artículo | es_ES |
dc.identifier.doi | 10.1016/j.amc.2012.08.066 | |
dc.relation.projectID | info:eu-repo/grantAgreement/MICINN//MTM2009-08587/ES/Ecuaciones Diferenciales Aleatorias Y Aplicaciones/ / | es_ES |
dc.relation.projectID | info:eu-repo/grantAgreement/UPV//PAID-06-11-2070/ | es_ES |
dc.relation.projectID | 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/ | es_ES |
dc.rights.accessRights | Cerrado | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada | es_ES |
dc.description.bibliographicCitation | Cortés López, JC.; Jódar Sánchez, LA.; Roselló Ferragud, MD.; Villafuerte, L. (2012). Solving initial and two-point boundary value linear random differential equations: A mean square approach. Applied Mathematics and Computation. 219(4):2204-2211. https://doi.org/10.1016/j.amc.2012.08.066 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | http://dx.doi.org/10.1016/j.amc.2012.08.066 | es_ES |
dc.description.upvformatpinicio | 2204 | es_ES |
dc.description.upvformatpfin | 2211 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 219 | es_ES |
dc.description.issue | 4 | es_ES |
dc.relation.senia | 234088 | es_ES |
dc.contributor.funder | Ministerio de Ciencia e Innovación | es_ES |
dc.contributor.funder | Universitat Politècnica de València | es_ES |
dc.contributor.funder | Consejo Nacional de Ciencia y Tecnología, México | es_ES |