Casabán Bartual, MC.; Cortés López, JC.; Jódar Sánchez, LA. (2015). A random Laplace transform method for solving random mixed parabolic differential problems. Applied Mathematics and Computation. 259:654-667. https://doi.org/10.1016/j.amc.2015.02.091
Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/63772
Title:
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A random Laplace transform method for solving random mixed parabolic differential problems
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Author:
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Casabán Bartual, Mª Consuelo
Cortés López, Juan Carlos
Jódar Sánchez, Lucas Antonio
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UPV Unit:
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Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
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Issued date:
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Abstract:
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[EN] This paper deals with the explicit solution of random mixed parabolic equations in unbounded domains by using the random Laplace transform to second order stochastic processes. The mean square random Laplace operational ...[+]
[EN] This paper deals with the explicit solution of random mixed parabolic equations in unbounded domains by using the random Laplace transform to second order stochastic processes. The mean square random Laplace operational calculus is stated and its application to the random parabolic equation together with previous results of the underlying random ordinary differential equations allow us to obtain an explicit solution of the problem. A numerical example, which includes simulations, illustrates the developed method.
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Subjects:
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Random mixed parabolic equations
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Random Laplace transform
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Mean square and mean fourth random calculus
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Copyrigths:
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Reserva de todos los derechos
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Source:
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Applied Mathematics and Computation. (issn:
0096-3003
) (eissn:
1873-5649
)
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DOI:
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10.1016/j.amc.2015.02.091
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Publisher:
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Elsevier
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Publisher version:
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https://dx.doi.org/10.1016/j.amc.2015.02.091
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Project ID:
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info:eu-repo/grantAgreement/EC/FP7/304617
MINECO/MTM2013-41765-P
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Thanks:
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This work has been partially supported by the Spanish Ministerio de Economia y Competitividad Grant MTM2013-41765-P and by the European Union in the FP7-PEOPLE-2012-ITN Program under Grant Agreement No. 304617 (FP7 Marie ...[+]
This work has been partially supported by the Spanish Ministerio de Economia y Competitividad Grant MTM2013-41765-P and by the European Union in the FP7-PEOPLE-2012-ITN Program under Grant Agreement No. 304617 (FP7 Marie Curie Action, Project Multi-ITN STRIKE-Novel Methods in Computational Finance).
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Type:
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Artículo
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