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Solving random homogeneous linear second-order differential equations: a full probabilistic description

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Solving random homogeneous linear second-order differential equations: a full probabilistic description

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dc.contributor.author Casabán, M.C. es_ES
dc.contributor.author Cortés, J.C. es_ES
dc.contributor.author Romero, José-Vicente es_ES
dc.contributor.author Roselló, María-Dolores es_ES
dc.date.accessioned 2018-01-11T14:05:44Z
dc.date.available 2018-01-11T14:05:44Z
dc.date.issued 2016 es_ES
dc.identifier.issn 1660-5446 es_ES
dc.identifier.uri http://hdl.handle.net/10251/94531
dc.description.abstract [EN] In this paper a complete probabilistic description for the solution of random homogeneous linear second-order differential equations via the computation of its two first probability density functions is given. As a consequence, all unidimensional and two-dimensional statistical moments can be straightforwardly determined, in particular, mean, variance and covariance functions, as well as the first-order conditional law. With the aim of providing more generality, in a first step, all involved input parameters are assumed to be statistically dependent random variables having an arbitrary joint probability density function. Second, the particular case that just initial conditions are random variables is also analysed. Both problems have common and distinctive feature which are highlighted in our analysis. The study is based on random variable transformation method. As a consequence of our study, the well-known deterministic results are nicely generalized. Several illustrative examples are included. es_ES
dc.description.sponsorship This work has been partially supported by the Spanish M. C. Y. T. Grant MTM2013-41765-P. en_EN
dc.language Inglés es_ES
dc.publisher Springer-Verlag es_ES
dc.relation.ispartof Mediterranean Journal of Mathematics es_ES
dc.rights Reserva de todos los derechos es_ES
dc.subject Random variable transformation method es_ES
dc.subject First and second probability density functions es_ES
dc.subject Random homogeneous linear second-order differential equations. es_ES
dc.subject.classification MATEMATICA APLICADA es_ES
dc.title Solving random homogeneous linear second-order differential equations: a full probabilistic description es_ES
dc.type Artículo es_ES
dc.identifier.doi 10.1007/s00009-016-0716-6 es_ES
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.date.embargoEndDate 2017-12-01 es_ES
dc.contributor.affiliation Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada es_ES
dc.description.bibliographicCitation Casabán, M.; Cortés, J.; Romero, J.; Roselló, M. (2016). Solving random homogeneous linear second-order differential equations: a full probabilistic description. Mediterranean Journal of Mathematics. 13(6):3817-3836. https://doi.org/10.1007/s00009-016-0716-6 es_ES
dc.description.accrualMethod S es_ES
dc.relation.publisherversion https://doi.org/10.1007/s00009-016-0716-6 es_ES
dc.description.upvformatpinicio 3817 es_ES
dc.description.upvformatpfin 3836 es_ES
dc.type.version info:eu-repo/semantics/publishedVersion es_ES
dc.description.volume 13 es_ES
dc.description.issue 6 es_ES
dc.relation.pasarela S\311427 es_ES
dc.contributor.funder Ministerio de Economía, Industria y Competitividad es_ES
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