[EN] In this paper, we deal with computational uncertainty quantification for stochastic models with one random input parameter. The goal of the paper is twofold: First, to approximate the set of probability density functions ...
Defez Candel, Emilio; Tung, Michael Ming-Sha; Chen-Charpentier, Benito M.; Alonso Abalos, José Miguel(MDPI AG, 2019-12)
[EN] Matrix exponentials are widely used to efficiently tackle systems of linear differential equations. To be able to solve systems of fractional differential equations, the Caputo matrix exponential of the index a > 0 ...