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Listar por palabra clave "Random variable transformation technique"

Mostrando ítems 1-20 de 20

A comprehensive probabilistic analysis of SIR-type epidemiological models based on full randomized Discrete-Time Markov Chain formulation with applications

Cortés, J.-C.; El-Labany, S.K.; Navarro-Quiles, A.; Selim, Mustafa M.; Slama, H. (John Wiley & Sons, 2020-09-30)

[EN] This paper provides a comprehensive probabilistic analysis of a full randomization of approximate SIR-type epidemiological models based on discrete-time Markov chain formulation. The randomization is performed by ...
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 ...
Applying the Random Variable Transformation method to solve a class of random linear differential equation with discrete delay

Caraballo, Tomas; Cortés, JC; Navarro-Quiles, A. (Elsevier, 2019)

[EN] We randomize the following class of linear differential equations with delay, x(tau)' (t) = ax(tau) (t) bx(tau) (t -tau), t> 0, and initial condition, x(tau )(t) = g(t), -tau <= t <= 0, by assuming that coefficients ...
Combining Polynomial Chaos Expansions and the Random Variable Transformation Technique to Approximate the Density Function of Stochastic Problems, Including Some Epidemiological Models

Calatayud-Gregori, Julia; Chen-Charpentier, Benito M.; Cortés, J.C.; Jornet-Sanz, Marc (MDPI AG, 2019-01)

[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 ...
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 ...
Forward uncertainty quantification in random differential equation systems with delta-impulsive terms: Theoretical study and applications

Bevia-Escrig, Vicente-José; Cortés, J.-C.; Villanueva Micó, Rafael Jacinto (John Wiley & Sons, 2023-03)

[EN] This contribution aims at studying a general class of random differential equations with Dirac-delta impulse terms at a finite number of time instants. Our approach directly addresses calculating the so-called first ...
Improving adaptive generalized polynomial chaos method to solve nonlinear random differential equations by the random variable transformation technique

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

[EN] Generalized polynomial chaos (gPC) is a spectral technique in random space to represent random variables and stochastic processes in terms of orthogonal polynomials of the Askey scheme. One of its most fruitful ...
Introducing randomness in the analysis of chemical reactions: An analysis based on random differential equations and probability density function

Cortés, J.-C.; Navarro-Quiles, Ana; Romero, José-Vicente; Roselló, María-Dolores (John Wiley & Sons, 2021-11)

[EN] In this work we consider a particular randomized kinetic model for reaction-deactivation of hydrogen peroxide decomposition. We apply the Random Variable Transformation technique to obtain the first probability density ...
Mathematical methods for the randomized non-autonomous Bertalanffy model

Calatayud, Julia; Caraballo, Tomás; Cortés, J.-C.; Jornet, Marc (Texas State University. Department of Mathematics, 2020-05-26)

[EN] In this article we analyze the randomized non-autonomous Bertalanffy model x' (t, omega) = a(t, omega)x(t, omega) b(t, omega)x(t, omega)(2/3), x(t(0), omega) = x(0)(omega), where a(t, omega) and b(t, omega) are ...
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 ...
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 ...
Probabilistic study of the effect of anti-epileptic drugs under uncertainty: Cost-effectiveness analysis

Barrachina Martínez, Isabel; Navarro-Quiles, Ana; Ramos, Marta; Romero, José-Vicente; Roselló, María-Dolores; Vivas-Consuelo, David (MDPI AG, 2020-07)

[EN] Epilepsy is one of the most ancient diseases. Despite the efforts of scientists and doctors to improve the quality of live of epileptic patients, the disease is still a mystery in many senses. Anti-epileptic drugs are ...
Randomizing the parameters of a Markov chain to model the stroke disease: A technical generalization of established computational methodologies towards improving real applications

Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores (Elsevier, 2017)

[EN] Classical Markov models are defined through a stochastic transition matrix, i.e., a matrix whose columns (or rows) are deterministic values representing transition probabilities. However, in practice these quantities ...
Solving fully randomized higher-order linear control differential equations: Application to study the dynamics of an oscillator

Cortés, J.-C.; Navarro-Quiles, Ana; Romero, José-Vicente; Roselló, María-Dolores (John Wiley & Sons, 2021-11)

[EN] In this work, we consider control problems represented by a linear differential equation assuming that all the coefficients are random variables and with an additive control that is a stochastic process. Specifically, ...
Solving second-order linear differential equations with random analytic coefficients about ordinary points: A full probabilistic solution by the first probability density function

Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores (Elsevier, 2018)

[EN] This paper deals with the approximate computation of the first probability density function of the solution stochastic process to second-order linear differential equations with random analytic coefficients about ...
Solving second-order linear differential equations with random analytic coefficients about regular-singular points

Cortés, J.-C.; Navarro-Quiles, Ana; Romero, José-Vicente; Roselló, María-Dolores (MDPI AG, 2020-02-10)

[EN] In this contribution, we construct approximations for the density associated with the solution of second-order linear differential equations whose coefficients are analytic stochastic processes about regular-singular ...
Solving the Random Pielou Logistic Equation with the Random Variable Transformation Technique: Theory and Applications

Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores (John Wiley & Sons, 2019-11-30)

[EN] The study of the dynamics of the size of a population via mathematical modelling is a problem of interest and widely studied. Traditionally, continuous deterministic methods based on differential equations have been ...
Some results about randomized binary Markov chains: Theory, computing and applications

Cortés, J.-C.; Navarro-Quiles, A.; Romero, José-Vicente; Roselló, María-Dolores (Taylor & Francis, 2020-02-01)

[EN] This paper is addressed to give a generalization of the classical Markov methodology allowing the treatment of the entries of the transition matrix and initial condition as random variables instead of deterministic ...
Statistical analysis of randomized pseudo-first/second order kinetic models. Application to study the adsorption on cadmium ions onto tree fern

Cortés, J.-C.; Navarro-Quiles, A.; Santonja, F.-J; Sferle, Sorina Madalina (Elsevier, 2023-09-15)

[EN] Adsorption kinetics are commonly modeled using pseudo-first order (PFO) and pseudo-second order (PSO) rate laws. Both models are formulated via differential equations whose coefficients are commonly treated as ...
Uncertainty quantification for hybrid random logistic models with harvesting via density functions

Cortés, J.-C.; Moscardó-García, A.; Villanueva Micó, Rafael Jacinto (Elsevier, 2022-02)

[EN] The so-called logistic model with harvesting, p '(t)=rp(t)(1-p(t)/K)-c(t)p(t), p(t(0))=p(0), is a classical ecological model that has been extensively studied and applied in the deterministic setting. It has also been ...