Random Hermite differential equations: mean square power series solutions and statistical properties (Q426404): Difference between revisions

A construction of a random power series solution of second order linear random Hermite differential equations is given. The authors provide conditions in order to obtain random polynomial solutions and the main statistical functions of the approximate stochastic process solution generated by truncation of the exact power series solution are given.

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reviewed by

Toader Morozan

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zbMATH Keywords

random differential equation

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random power series solution

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mean square calculus

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random Hermite polynomial

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MaRDI profile type

MaRDI publication profile

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cites work

Random ordinary differential equations

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Q4404205

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Stochastic differential equations. An introduction with applications.

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Random differential equations in science and engineering

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Random linear-quadratic mathematical models: Computing explicit solutions and applications

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The approximate solutions of some stochastic differential equations using transformations

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Random differential operational calculus: theory and applications

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Numerical solution of random differential initial value problems: Multistep methods

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A proposed technique of SFEM on solving ordinary random differential equation

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Random analytic solution of coupled differential models with uncertain initial condition and source term

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Q3843987

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Q3334692

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Analytic-numerical approximating processes of diffusion equation with data uncertainty

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Q5600206

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Q5493417

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Identifiers

zbMATH Open document ID

1247.60101

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Mathematics Subject Classification ID

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10.1016/J.AMC.2011.09.008

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Sitelinks

Mathematics(1 entry)

mardi Publication:426404

@@ Property / DOI @@
-.1016/j.amc.2011.09.008
@@ Property / DOI: 10.1016/j.amc.2011.09.008 / rank @@
-Normal rank
@@ Property / author @@
-Juan-Carlos Cortés
@@ Property / author: Juan-Carlos Cortés / rank @@
-Normal rank
@@ Property / author @@
-Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
-Normal rank
@@ Property / author @@
+Juan-Carlos Cortés
@@ Property / author: Juan-Carlos Cortés / rank @@
+Normal rank
@@ Property / author @@
+Lucas Jodar
@@ Property / author: Lucas Jodar / rank @@
+Normal rank
@@ Property / review text @@
+A construction of a random power series solution of second order linear random Hermite differential equations is given. The authors provide conditions in order to obtain random polynomial solutions and the main statistical functions of the approximate stochastic process solution generated by truncation of the exact power series solution are given.
+Normal rank
@@ Property / reviewed by @@
+Toader Morozan
@@ Property / reviewed by: Toader Morozan / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H25
@@ Property / Mathematics Subject Classification ID: 60H25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 34F05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6045190
@@ Property / zbMATH DE Number: 6045190 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random differential equation
@@ Property / zbMATH Keywords: random differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random power series solution
@@ Property / zbMATH Keywords: random power series solution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+mean square calculus
@@ Property / zbMATH Keywords: mean square calculus / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+random Hermite polynomial
@@ Property / zbMATH Keywords: random Hermite polynomial / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2163901668
@@ Property / OpenAlex ID: W2163901668 / rank @@
+Normal rank
@@ Property / cites work @@
+Random ordinary differential equations
@@ Property / cites work: Random ordinary differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Random differential equations in science and engineering
+Normal rank
@@ Property / cites work @@
+Random linear-quadratic mathematical models: Computing explicit solutions and applications
+Normal rank
@@ Property / cites work @@
+The approximate solutions of some stochastic differential equations using transformations
+Normal rank
@@ Property / cites work @@
+Random differential operational calculus: theory and applications
+Normal rank
@@ Property / cites work @@
+Numerical solution of random differential initial value problems: Multistep methods
+Normal rank
@@ Property / cites work @@
+A proposed technique of SFEM on solving ordinary random differential equation
+Normal rank
@@ Property / cites work @@
+Random analytic solution of coupled differential models with uncertain initial condition and source term
+Normal rank
@@ Property / cites work @@
+Q3843987
@@ Property / cites work: Q3843987 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3334692
@@ Property / cites work: Q3334692 / rank @@
+Normal rank
@@ Property / cites work @@
+Analytic-numerical approximating processes of diffusion equation with data uncertainty
+Normal rank
@@ Property / cites work @@
+Q5600206
@@ Property / cites work: Q5600206 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5493417
@@ Property / cites work: Q5493417 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.AMC.2011.09.008
@@ Property / DOI: 10.1016/J.AMC.2011.09.008 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:426404