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Listar por autor "Casabán Bartual, Mª Consuelo"

Mostrando ítems 1-20 de 32

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A comprehensive probabilistic solution of random SIS-type epidemiological models using the Random Variable Transformation technique

Casabán, M.C.; Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto (Elsevier, 2016)

[EN] This paper provides a complete probabilistic description of SIS-type epidemiological models where all the input parameters (contagion rate, recovery rate and initial conditions) are assumed to be random variables. By ...
A random Laplace transform method for solving random mixed parabolic differential problems

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio (Elsevier, 2015-05)

[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 ...
Analytic-numerical solution of random boundary value heat problems in a semi-infinite bar

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; García Mora, María Belén; Jódar Sánchez, Lucas Antonio (Hindawi Publishing Corporation, 2013)

[EN] This paper deals with the analytic-numerical solution of random heat problems for the temperature distribution in a semi-infinite bar with different boundary value conditions. We apply a random Fourier sine and cosine ...
Analytic-numerical solution of random parabolic models: A mean square Fourier transform approach

Casabán, M.C.; Cortés, J.-C.; Jódar Sánchez, Lucas Antonio (Vilnius Gediminas Technical University, 2018)

[EN] This paper deals with the construction of mean square analytic-numerical solution of parabolic partial differential problems where both initial condition and coefficients are stochastic processes. By using a random ...
Closed form numerical solutions of variable coefficient linear second-order elliptic problems

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (Elsevier, 2014-07-01)

In this work we develop an alternative numerical technique which allows to construct a numerical solution in closed form of variable coefficient linear second-order elliptic problems with Dirichlet boundary conditions. The ...
Computing probabilistic solutions of the Bernoulli random differential equation

Casabán, M.-C.; Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto (Elsevier, 2017)

[EN] The random variable transformation technique is a powerful method to determine the probabilistic solution for random differential equations represented by the first probability density function of the solution stochastic ...
Convergent discrete numerical solutions of strongly coupled mixed parabolic systems

Jódar Sánchez, Lucas Antonio; Casabán, M.C. (2003)
Determining the first probability density function of linear random initial value problems by the Random Variable Transformation (RVT) technique: A comprehensive study

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores (Hindawi Publishing Corporation, 2014)

Deterministic differential equations are useful tools for mathematical modelling. The consideration of uncertainty into their formulation leads to random differential equations. Solving a random differential equation means ...
Double Discretization Difference Schemes for Partial Integrodifferential Option Pricing Jump Diffusion Models

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; Romero Bauset, José Vicente (Hindawi Publishing Corporation, 2012)

A new discretization strategy is introduced for the numerical solution of partial integrodifferential equations appearing in option pricing jump diffusion models. In order to consider the unknown behaviour of the solution ...
Integral transform solution of random coupled parabolic partial differential models

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Egorova, Vera N.; Jódar Sánchez, Lucas Antonio (John Wiley & Sons, 2020-09-30)

[EN] Random coupled parabolic partial differential models are solved numerically using random cosine Fourier transform together with non-Gaussian random numerical integration that captures the highly oscillatory behaviour ...
Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (MDPI AG, 2020-07)

[EN] In this paper, we propose an integral transform method for the numerical solution of random mean square parabolic models, that makes manageable the computational complexity due to the storage of intermediate information ...
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio; Pintos Taronger, José Ramón (ElsevierPergamon, 2011)

[EN] This paper deals with the numerical analysis and computing of a nonlinear model of option pricing appearing in illiquid markets with observable parameters for derivatives. A consistent monotone finite difference scheme ...
Numerical difference solution of moving boundary random Stefan problems

Casabán, M.-C.; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (Elsevier, 2023-01)

[EN] This paper deals with the construction of numerical solutions of moving boundary random problems where the uncertainty is limited to a finite degree of randomness in the mean square framework. Using a front fixing ...
Numerical integral transform methods for random hyperbolic models

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (R. Company, J. C. Cortés, L. Jódar and E. López-Navarro, 2019-07-12)

[EN] This work deals with the construction of analytic-numerical solutions, in the mean square sense of the random heterogeneous telegraph type problem. Efficient methods for solving numerically deterministic problems such ...
Numerical Integral Transform Methods for Random Hyperbolic Models with a Finite Degree of Randomness

Casabán, M.-C.; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (MDPI AG, 2019-09)

[EN] This paper deals with the construction of numerical solutions of random hyperbolic models with a finite degree of randomness that make manageable the computation of its expectation and variance. The approach is based ...
Numerical solutions of random mean square Fisher-KPP models with advection

Casabán Bartual, Mª Consuelo; Company Rossi, Rafael; Jódar Sánchez, Lucas Antonio (John Wiley & Sons, 2020-09-30)

[EN] This paper deals with the construction of numerical stable solutions of random mean square Fisher-Kolmogorov-Petrosky-Piskunov (Fisher-KPP) models with advection. The construction of the numerical scheme is performed ...
Probabilistic solution of random homogeneous linear second-order difference equations

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores (Elsevier, 2014-08)

This paper deals with the computation of the first probability density function of the solution of random homogeneous linear second-order difference equations by the Random Variable Transformation method. This approach ...
Probabilistic solution of random Riccati-type differential equations appearing in epidemiological models

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Navarro Quiles, Ana; Roselló Ferragud, María Dolores (2015)

[EN] This paper deals with the probabilistic solution of random Riccati-type differential equations that appear in a class of epidemiological models usually referred to as SIS-type models. Taking advantage of Random Variable ...
Probabilistic solution of random SI-type epidemiological models using the Random Variable Transformation technique

Casabán Bartual, Mª Consuelo; Cortés López, Juan Carlos; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores (Elsevier, 2015-07)

[EN] This paper presents a full probabilistic description of the solution of random SI-type epidemiological models which are based on nonlinear differential equations. This description consists of determining: the first ...
Probabilistic solution of the homogeneous Riccati differential equation: A case-study by using linearization and transformation techniques

Casabán, M. C.; Cortés, J.C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores; Villanueva Micó, Rafael Jacinto (Elsevier, 2016)

[EN] This paper deals with the determination of the first probability density function of the solution stochastic process to the homogeneous Riccati differential equation taking advantage of both linearization and Random ...