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A random Laplace transform method for solving random mixed parabolic differential problems

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A random Laplace transform method for solving random mixed parabolic differential problems

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dc.contributor.author Casabán Bartual, Mª Consuelo es_ES
dc.contributor.author Cortés López, Juan Carlos es_ES
dc.contributor.author Jódar Sánchez, Lucas Antonio es_ES
dc.date.accessioned 2016-05-09T09:51:42Z
dc.date.available 2016-05-09T09:51:42Z
dc.date.issued 2015-05
dc.identifier.issn 0096-3003
dc.identifier.uri http://hdl.handle.net/10251/63772
dc.description.abstract [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. es_ES
dc.description.sponsorship 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). en_EN
dc.language Inglés es_ES
dc.publisher Elsevier es_ES
dc.relation MINECO/MTM2013-41765-P es_ES
dc.relation.ispartof Applied Mathematics and Computation es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Random mixed parabolic equations es_ES
dc.subject Random Laplace transform es_ES
dc.subject Mean square and mean fourth random calculus es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title A random Laplace transform method for solving random mixed parabolic differential problems es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1016/j.amc.2015.02.091
dc.relation.projectID info:eu-repo/grantAgreement/EC/FP7/304617 es_ES
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 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. doi:10.1016/j.amc.2015.02.091 es_ES
dc.description.accrualMethod Senia es_ES
dc.relation.publisherversion https://dx.doi.org/10.1016/j.amc.2015.02.091 es_ES
dc.description.upvformatpinicio 654 es_ES
dc.description.upvformatpfin 667 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 259 es_ES
dc.relation.senia 283847 es_ES
dc.identifier.eissn 1873-5649
dc.contributor.funder European Commission
dc.contributor.funder Ministerio de Economía y Competitividad (MINECO)


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