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Approximating the solution stochastic process of the random Cauchy one-dimensional heat model

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Approximating the solution stochastic process of the random Cauchy one-dimensional heat model

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Nombre: A. Navarro-Quiles ...
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dc.contributor.author Navarro Quiles, A. es_ES
dc.contributor.author Romero, J.V. es_ES
dc.contributor.author Roselló, M.D. es_ES
dc.contributor.author Sohaly, M.A. es_ES
dc.date.accessioned 2017-07-10T07:13:44Z
dc.date.available 2017-07-10T07:13:44Z
dc.date.issued 2016
dc.identifier.issn 1085-3375
dc.identifier.uri http://hdl.handle.net/10251/84791
dc.description.abstract [EN] This paper deals with the numerical solution of the random Cauchy one-dimensional heat model. We propose a random finite difference numerical scheme to construct numerical approximations to the solution stochastic process. We establish sufficient conditions in order to guarantee the consistency and stability of the proposed random numerical scheme.The theoretical results are illustrated by means of an example where reliable approximations of the mean and standard deviation to the solution stochastic process are given. es_ES
dc.description.sponsorship This work has been partially supported by the Ministerio de Economía y Competitividad Grant MTM2013-41765-P. Ana Navarro Quiles acknowledges the doctorate scholarship granted by Programa de Ayudas de Investigación y Desarrollo (PAID), Universitat Politècnica de València. M. A. Sohaly is also indebted to Egypt Ministry of Higher Education, Cultural Affairs, for its financial support [mohe-casem (2016)].
dc.language Inglés es_ES
dc.publisher Hindawi Publishing Corporation es_ES
dc.relation.ispartof Abstract and Applied Analysis es_ES
dc.rights Reconocimiento (by) es_ES
dc.subject Random heat model es_ES
dc.subject Random finite difference scheme es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Approximating the solution stochastic process of the random Cauchy one-dimensional heat model es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1155/2016/5391368
dc.relation.projectID info:eu-repo/grantAgreement/MINECO//MTM2013-41765-P/ES/METODOS COMPUTACIONALES PARA ECUACIONES DIFERENCIALES ALEATORIAS: TEORIA Y APLICACIONES/ es_ES
dc.rights.accessRights Abierto es_ES
dc.contributor.affiliation Universitat Politècnica de València. Instituto Universitario de Matemática Multidisciplinar - Institut Universitari de Matemàtica Multidisciplinària es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Navarro Quiles, A.; Romero, J.; Roselló, M.; Sohaly, M. (2016). Approximating the solution stochastic process of the random Cauchy one-dimensional heat model. Abstract and Applied Analysis. 2016:1-7. https://doi.org/10.1155/2016/5391368 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion http://dx.doi.org/10.1155/2016/5391368 es_ES
dc.description.upvformatpinicio 1 es_ES
dc.description.upvformatpfin 7 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 2016 es_ES
dc.relation.senia 320004 es_ES
dc.contributor.funder Ministerio de Economía y Competitividad
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