Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation (Q2424070): Difference between revisions

Latest revision as of 15:35, 19 July 2024

scientific article

Language	Label	Description	Also known as
English	Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Mediterranean Journal of Mathematics

0 references

publication date

24 June 2019

0 references

full work available at URL

https://arxiv.org/abs/1807.03141

0 references

http://hdl.handle.net/10251/140202

0 references

zbMATH Keywords

random Legendre differential equation

0 references

random power series

0 references

mean square calculus

0 references

uncertainty quantification

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Random differential equations in science and engineering

0 references

Random ordinary differential equations

0 references

Q4869639

0 references

Solving continuous models with dependent uncertainty: a computational approach

0 references

Q3583848

0 references

The approximate solutions of some stochastic differential equations using transformations

0 references

Constructing approximate diffusion processes with uncertain data

0 references

Computing mean square approximations of random diffusion models with source term

0 references

Numerical solution of stochastic differential equations by second order Runge-Kutta methods

0 references

Mean square convergence of the numerical solution of random differential equations

0 references

Q4605116

0 references

Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise

0 references

Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations

0 references

A fast convergent numerical method for matrix sign function with application in SDEs

0 references

Stochastic differential equations. An introduction with applications.

0 references

Random differential operational calculus: theory and applications

0 references

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

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

Solving the random Legendre differential equation: mean square power series solution and its statistical functions

0 references

Mean square solution of Bessel differential equation with uncertainties

0 references

Q2906034

0 references

Q4315010

0 references

On the convergence of generalized polynomial chaos expansions

0 references

Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations

0 references

On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations

0 references

Identifiers

zbMATH Open document ID

1439.60065

0 references

DOI

10.1007/s00009-019-1338-6

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2424070

@@ Property / author @@
-Juan-Carlos Cortés
@@ Property / author: Juan-Carlos Cortés / rank @@
-Normal rank
@@ Property / author @@
+Juan-Carlos Cortés
@@ Property / author: Juan-Carlos Cortés / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963113772
@@ Property / OpenAlex ID: W2963113772 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q115390310
@@ Property / Wikidata QID: Q115390310 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.03141
@@ Property / arXiv ID: 1807.03141 / rank @@
+Normal rank
@@ Property / cites work @@
+Random differential equations in science and engineering
+Normal rank
@@ Property / cites work @@
+Random ordinary differential equations
@@ Property / cites work: Random ordinary differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Q4869639
@@ Property / cites work: Q4869639 / rank @@
+Normal rank
@@ Property / cites work @@
+Solving continuous models with dependent uncertainty: a computational approach
+Normal rank
@@ Property / cites work @@
+Q3583848
@@ Property / cites work: Q3583848 / rank @@
+Normal rank
@@ Property / cites work @@
+The approximate solutions of some stochastic differential equations using transformations
+Normal rank
@@ Property / cites work @@
+Constructing approximate diffusion processes with uncertain data
+Normal rank
@@ Property / cites work @@
+Computing mean square approximations of random diffusion models with source term
+Normal rank
@@ Property / cites work @@
+Numerical solution of stochastic differential equations by second order Runge-Kutta methods
+Normal rank
@@ Property / cites work @@
+Mean square convergence of the numerical solution of random differential equations
+Normal rank
@@ Property / cites work @@
+Q4605116
@@ Property / cites work: Q4605116 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean square numerical solution of stochastic differential equations by fourth order Runge-Kutta method and its application in the electric circuits with noise
+Normal rank
@@ Property / cites work @@
+Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A fast convergent numerical method for matrix sign function with application in SDEs
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Random differential operational calculus: theory and applications
+Normal rank
@@ Property / cites work @@
+Analytic and numerical solutions of a Riccati differential equation with random coefficients
+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 @@
+Solving the random Legendre differential equation: mean square power series solution and its statistical functions
+Normal rank
@@ Property / cites work @@
+Mean square solution of Bessel differential equation with uncertainties
+Normal rank
@@ Property / cites work @@
+Q2906034
@@ Property / cites work: Q2906034 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4315010
@@ Property / cites work: Q4315010 / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of generalized polynomial chaos expansions
+Normal rank
@@ Property / cites work @@
+Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
+Normal rank
@@ Property / cites work @@
+On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
+Normal rank