[EN] In this paper a new version of the chain rule for calculat- ing the mean square derivative of a second-order stochastic process is proven. This random operational calculus rule is applied to construct a rigorous mean ...
Burgos-Simon, Clara; Caraballo, Tomás; Cortés, J.-C.; Villafuerte, Laura; Villanueva Micó, Rafael Jacinto(Springer-Verlag, 2023-04-01)
[EN] We extend the study of the random Hermite second-order ordinary differential equation to the fractional setting. We first construct a random generalized power series that solves the equation in the mean square sense ...
Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael; Villafuerte, Laura(University of Manitoba - Department of Computer Science, 2015-11)
[EN] In this paper we introduce the Laguerre polynomials as mean square solutions of random differential equations. The study is based on the construction of an infinite random power series solution which becomes a random ...
Cortés, J.-C.; Jódar Sánchez, Lucas Antonio; Villafuerte, Laura(Elsevier, 2017)
[EN] This paper deals with the study of a Bessel-type differential equation where input
parameters (coefficient and initial conditions) are assumed to be random variables.
Using the so-called Lp-random calculus and ...
Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Villafuerte Altuzar, Laura; Company Rossi, Rafael(Elsevier, 2011-10)
This paper deals with the construction of a numerical solution of random initial value problems by means of a random improved Euler method. Conditions for the mean square convergence of the proposed method are established. ...
[EN] This paper deals with the extension, in the mean square sense, of the deterministic gamma function to the random framework. In a first step, we provide such extension to Gamma(A) by assuming that the parameter A is a ...
[EN] In this paper we study random non-autonomous second order linear differential equations by taking advantage of the powerful theory of random difference equations. The coefficients are assumed to be stochastic processes, ...
[EN] The aim of this paper is to solve a class of non-autonomous linear fractional differential equations with random inputs. A mean square convergent series solution is constructed in the case that the fractional order a ...
Villafuerte, Laura; Cortés, J. C.(Research India Publications, 2013)
[EN] In this paper the random Differential Transform Method (DTM) is used to solve a time-dependent random linear differential equation. The mean square convergence of the random DTM is proven. Approximations to the mean ...
Burgos-Simon, Clara; Cortés, J.-C.; Villafuerte, Laura; Villanueva Micó, Rafael Jacinto(Elsevier, 2018)
[EN] This paper deals with solving the general random (Caputo) fractional linear differential equation under general assumptions on random input data (initial condition, forcing term and diffusion coefficient). Our ...
Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Company Rossi, Rafael; Villafuerte Altuzar, Laura(Elsevier, 2011-12)
This paper deals with the construction of approximate solutions of a random logistic differential equation whose nonlinear coefficient is assumed to be an analytic stochastic process and the initial condition is a random ...
Calbo Sanjuán, Gema; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Villafuerte Altuzar, Laura(Elsevier, 2011-05)
In this paper we construct, by means of random power series, the solution of second order linear differential equations of Legendre-type containing uncertainty through its coefficients and initial conditions. By assuming ...