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Listar por palabra clave "Random differential equations"

Mostrando ítems 1-7 de 7

A comparative study to the numerical approximation of random Airy differential equation

Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores (Elsevier, 2011-11)

The aim of this paper is twofold. First, we deal with the extension to the random framework of the piecewise Fröbenius method to solve Airy differential equations. This extension is based on mean square stochastic calculus. ...
COMPUTATIONAL METHODS FOR RANDOM DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS

Navarro Quiles, Ana (Universitat Politècnica de València, 2018-03-01)

Desde las contribuciones de Isaac Newton, Gottfried Wilhelm Leibniz, Jacob y Johann Bernoulli en el siglo XVII hasta ahora, las ecuaciones en diferencias y las diferenciales han demostrado su capacidad para modelar ...
Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: A computational approach

Chen Charpentier, Benito Miguel; Cortés López, Juan Carlos; Licea Salazar, Juan Antonio; Romero Bauset, José Vicente; Roselló Ferragud, María Dolores; Santonja, F.; Villanueva Micó, Rafael Jacinto (Elsevier, 2015-03)

Due to errors in measurements and inherent variability in the quantities of interest, models based on random differential equations give more realistic results than their deterministic counterpart. The generalized polynomial ...
Numerical solution of random differential models

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. ...
Probabilistic analysis of a class of impulsive linear random differential equations via density functions

Cortés, J.-C.; Delgadillo-Aleman, Sandra E.; Ku-Carrillo, Roberto A.; Villanueva Micó, Rafael Jacinto (Elsevier, 2021-11)

[EN] An important class of non-homogeneous first-order linear random differential equations subject to an infinite sequence of square impulses with random intensity is studied. In applications, these equations are useful ...
Probabilistic analysis of a general class of nonlinear random differential equations with state-dependent impulsive terms via probability density functions

Bevia, Vicente J.; Cortés, J.-C.; Jornet-Sanz, Marc; Villanueva Micó, Rafael Jacinto (Elsevier, 2023-05)

[EN] In this contribution, we rigorously construct a pathwise solution to a general scalar random differential equation with state-dependent Dirac-delta impulse terms at a finite number of time instants. Furthermore, we ...
Random Hermite differential equations: Mean square power series solutions and statistical properties

Calbo Sanjuán, Gema; Cortés López, Juan Carlos; Jódar Sánchez, Lucas Antonio (Elsevier, 2011-12-01)

This paper deals with the construction of random power series solution of second order linear differential equations of Hermite containing uncertainty through its coefficients and initial conditions. Under appropriate ...