Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function (Q2306405): Difference between revisions

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English	Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function	scientific article

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instance of

scholarly article

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title

Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function (English)

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Journal of Computational and Applied Mathematics

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publication date

23 March 2020

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full work available at URL

https://arxiv.org/abs/1909.05907

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zbMATH Keywords

random nonautonomous differential equation

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mean square analytic solution

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probability density function

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Monte Carlo simulation

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uncertainty quantification

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describes a project that uses

Mathematica

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MaRDI profile type

MaRDI publication profile

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cites work

Random differential equations in science and engineering

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Random Differential Equations in Scientific Computing

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Random ordinary differential equations

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Random differential operational calculus: theory and applications

0 references

Q2872960

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Q3997987

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Q3583848

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Spectral Methods for Uncertainty Quantification

0 references

Probabilistic finite elements for nonlinear structural dynamics

0 references

Analytic and numerical solutions of a Riccati differential equation with random coefficients

0 references

The approximate solutions of some stochastic differential equations using transformations

0 references

Statistical moments of the random linear transport equation

0 references

A developed solution of the stochastic Milne problem using probabilistic transformations

0 references

The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function

0 references

Mean square convergence of the numerical solution of random differential equations

0 references

Random Airy type differential equations: mean square exact and numerical solutions

0 references

Random Hermite differential equations: mean square power series solutions and statistical properties

0 references

Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation

0 references

Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

0 references

Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation

0 references

Q2906033

0 references

Q2906034

0 references

A random differential transform method: theory and applications

0 references

Solving random homogeneous linear second-order differential equations: a full probabilistic description

0 references

Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function

0 references

Time-dependent generalized polynomial chaos

0 references

Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures

0 references

Stochastic Galerkin techniques for random ordinary differential equations

0 references

Q5822308

0 references

Q4606219

0 references

Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function

0 references

Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models

0 references

Probability with Martingales

0 references

A Useful Convergence Theorem for Probability Distributions

0 references

An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems

0 references

Q4002249

0 references

Q5734753

0 references

Functional analysis, Sobolev spaces and partial differential equations

0 references

Asymptotic Statistics

0 references

Probability theory. A comprehensive course.

0 references

Q4023676

0 references

Asynchronous time integration for polynomial chaos expansion of uncertain periodic dynamics

0 references

Multilevel Monte Carlo Path Simulation

0 references

Multilevel Monte Carlo Methods

0 references

Identifiers

zbMATH Open document ID

1462.60076

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DOI

10.1016/j.cam.2020.112770

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2306405

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-Olivier P. Le Maître
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-Juan-Carlos Cortés
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+Olivier P. Le Maître
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+Juan-Carlos Cortés
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+Mathematica
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+Random differential equations in science and engineering
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+Random Differential Equations in Scientific Computing
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+Random ordinary differential equations
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@@ Property / cites work @@
+Random differential operational calculus: theory and applications
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@@ Property / cites work @@
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@@ Property / cites work @@
+Spectral Methods for Uncertainty Quantification
@@ Property / cites work: Spectral Methods for Uncertainty Quantification / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic finite elements for nonlinear structural dynamics
+Normal rank
@@ Property / cites work @@
+Analytic and numerical solutions of a Riccati differential equation with random coefficients
+Normal rank
@@ Property / cites work @@
+The approximate solutions of some stochastic differential equations using transformations
+Normal rank
@@ Property / cites work @@
+Statistical moments of the random linear transport equation
+Normal rank
@@ Property / cites work @@
+A developed solution of the stochastic Milne problem using probabilistic transformations
+Normal rank
@@ Property / cites work @@
+The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function
+Normal rank
@@ Property / cites work @@
+Mean square convergence of the numerical solution of random differential equations
+Normal rank
@@ Property / cites work @@
+Random Airy type differential equations: mean square exact and numerical solutions
+Normal rank
@@ Property / cites work @@
+Random Hermite differential equations: mean square power series solutions and statistical properties
+Normal rank
@@ Property / cites work @@
+Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation
+Normal rank
@@ Property / cites work @@
+Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties
+Normal rank
@@ Property / cites work @@
+Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation
+Normal rank
@@ Property / cites work @@
+Q2906033
@@ Property / cites work: Q2906033 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2906034
@@ Property / cites work: Q2906034 / rank @@
+Normal rank
@@ Property / cites work @@
+A random differential transform method: theory and applications
+Normal rank
@@ Property / cites work @@
+Solving random homogeneous linear second-order differential equations: a full probabilistic description
+Normal rank
@@ Property / cites work @@
+Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function
+Normal rank
@@ Property / cites work @@
+Time-dependent generalized polynomial chaos
@@ Property / cites work: Time-dependent generalized polynomial chaos / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
+Normal rank
@@ Property / cites work @@
+Stochastic Galerkin techniques for random ordinary differential equations
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4606219
@@ Property / cites work: Q4606219 / rank @@
+Normal rank
@@ Property / cites work @@
+Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function
+Normal rank
@@ Property / cites work @@
+Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / cites work @@
+A Useful Convergence Theorem for Probability Distributions
+Normal rank
@@ Property / cites work @@
+An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems
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@@ Property / cites work @@
+Q4002249
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+Normal rank
@@ Property / cites work @@
+Q5734753
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+Normal rank
@@ Property / cites work @@
+Functional analysis, Sobolev spaces and partial differential equations
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@@ Property / cites work @@
+Asymptotic Statistics
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+Normal rank
@@ Property / cites work @@
+Probability theory. A comprehensive course.
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+Normal rank
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+Q4023676
@@ Property / cites work: Q4023676 / rank @@
+Normal rank
@@ Property / cites work @@
+Asynchronous time integration for polynomial chaos expansion of uncertain periodic dynamics
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Path Simulation
@@ Property / cites work: Multilevel Monte Carlo Path Simulation / rank @@
+Normal rank
@@ Property / cites work @@
+Multilevel Monte Carlo Methods
@@ Property / cites work: Multilevel Monte Carlo Methods / rank @@
+Normal rank
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+Publication:2306405