- -

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

RiuNet: Repositorio Institucional de la Universidad Politécnica de Valencia

Compartir/Enviar a

Citas

Estadísticas

  • Estadisticas de Uso

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

Mostrar el registro completo del ítem

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

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/94531

Ficheros en el ítem

Thumbnail
Nombre: MJOM-D-15-00642-R1.pdf
Tamaño: 7.497Mb
Formato: PDF
Descripción: Versión del Autor.
Abrir/Preview
[Cerrado]
Nombre: Mediterranean2016.pdf
Tamaño: 1.447Mb
Formato: PDF
Descripción: Versión editorial
Solicitar una copia al autor

Metadatos del ítem

Título: Solving random homogeneous linear second-order differential equations: a full probabilistic description
Autor: Casabán, M.C. Cortés, J.C. Romero, José-Vicente Roselló, María-Dolores
Entidad UPV: Universitat Politècnica de València. Departamento de Matemática Aplicada - Departament de Matemàtica Aplicada
Fecha difusión:
Fecha de fin de embargo: 2017-12-01
Resumen:
[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 ...[+]
Palabras clave: Random variable transformation method , First and second probability density functions , Random homogeneous linear second-order differential equations.
Derechos de uso: Reserva de todos los derechos
Fuente:
Mediterranean Journal of Mathematics. (issn: 1660-5446 )
DOI: 10.1007/s00009-016-0716-6
Editorial:
Springer-Verlag
Versión del editor: https://doi.org/10.1007/s00009-016-0716-6
Código del Proyecto:
info:eu-repo/grantAgreement/MINECO//MTM2013-41765-P/ES/METODOS COMPUTACIONALES PARA ECUACIONES DIFERENCIALES ALEATORIAS: TEORIA Y APLICACIONES/
Agradecimientos:
This work has been partially supported by the Spanish M. C. Y. T. Grant MTM2013-41765-P.
Tipo: Artículo

References

Øksendal B.: Stochastic Differential Equations: An Introduction with Applications, 6th edn. Springer, Berlin (2007)

Soong T.T.: Random Differential Equations in Science and Engineering. Academic Press, New York (1973)

Neckel, T., Rupp, F.: Random Differential Equations in Scientific Computing. Versita, London (2013) [+]
Øksendal B.: Stochastic Differential Equations: An Introduction with Applications, 6th edn. Springer, Berlin (2007)

Soong T.T.: Random Differential Equations in Science and Engineering. Academic Press, New York (1973)

Neckel, T., Rupp, F.: Random Differential Equations in Scientific Computing. Versita, London (2013)

Nouri, K., Ranjbar, H.: Mean square convergence of the numerical solution of random differential equations. Mediterr. J. Math. 1–18 (2014). doi: 10.1007/s00009-014-0452-8

Villafuerte, L., Chen-Charpentier, B.M.: A random differential transform method: theory and applications. Appl. Math. Lett. 25(10), 1490–1494 (2012). doi: 10.1016/j.aml.2011.12.033

Licea, J.A., Villafuerte, L., Chen-Charpentier, B.M.: Analytic and numerical solutions of a Riccati differential equation with random coefficients. J. Comput. Appl. Math. 239, 208–219 (2013). doi: 10.1016/j.cam.2012.09.040

Casabán, M.C., Cortés, J.C., Romero, J.V., Roselló, M.D.: Probabilistic solution of random homogeneous linear second-order difference equations. Appl. Math. Lett. 34, 27–32 (2014). doi: 10.1016/j.aml.2014.03.010

Santos, L.T., Dorini, F.A., Cunha, M.C.C.: The probability density function to the random linear transport equation. Appl. Math. Comput. 216 (5), 1524–1530 (2010). doi: 10.16/j.amc.2010.03.001

El-Tawil, M., El-Tahan, W., Hussein, A.: Using FEM-RVT technique for solving a randomly excited ordinary differential equation with a random operator. Appl. Math. Comput. 187(2), 856–867 (2007). doi: 10.1016/j.amc.2006.08.164

Hussein, A., Selim, M.M.: Solution of the stochastic radiative transfer equation with Rayleigh scattering using RVT technique. Appl. Math. Comput. 218(13), 7193–7203 (2012). doi: 10.1016/j.amc.2011.12.088

Casabán, M.C., Cortés, J.C., Romero, J.V., Roselló, M.D.: Probabilistic solution of random SI-type epidemiological models using the random variable transformation technique. Commun. Nonlinear Sci. Numer. Simul. 24(1–3), 86–97 (2015). doi: 10.1016/j.cnsns.2014.12.016

Casabán, M.C., Cortés, J.C., Romero, J.V., Roselló, M.D.: Determining the first probability density function of linear random initial value problems by the random variable transformation (RVT) technique: a comprehensive study. In: Abstract and Applied Analysis 2014-ID248512, pp. 1–25 (2014). doi: 10.1155/2013/248512

Casabán, M.C., Cortés, J.C., Navarro-Quiles, A., Romero, J.V., Roselló, M.D., Villanueva, R.J.: A comprehensive probabilistic solution of random SIS-type epidemiological models using the random variable transformation technique. Commun. Nonlinear Sci. Numer. Simul. 32, 199–210 (2016). doi: 10.1016/j.cnsns.2015.08.009

El-Wakil, S.A., Sallah, M., El-Hanbaly, A.M.: Random variable transformation for generalized stochastic radiative transfer in finite participating slab media. Phys. A 435 66–79 (2015). doi: 10.1016/j.physa.2015.04.033

Dorini, F.A., Cunha, M.C.C.: On the linear advection equation subject to random fields velocity. Math. Comput. Simul. 82, 679–690 (2011). doi: 10.16/j.matcom.2011.10.008

Dhople, S.V., Domínguez-García, D.: A parametric uncertainty analysis method for Markov reliability and reward models. IEEE Trans. Reliab. 61(3), 634–648 (2012). doi: 10.1109/TR.2012.2208299

Williams, M.M.R.: Polynomial chaos functions and stochastic differential equations. Ann. Nucl. Energy 33(9), 774–785 (2006). doi: 10.1016/j.anucene.2006.04.005

Chen-Charpentier, B.M., Stanescu, D.: Epidemic models with random coefficients. Math. Comput. Model. 52(7/8), 1004–1010 (2009). doi: 10.1016/j.mcm.2010.01.014

Papoulis A.: Probability, Random Variables and Stochastic Processes. McGraw-Hill, New York (1991)

[-]

recommendations

 

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro completo del ítem