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

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scientific article

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

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instance of

scholarly article

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title

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

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Mediterranean Journal of Mathematics

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publication date

24 June 2019

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full work available at URL

https://arxiv.org/abs/1807.03141

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

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zbMATH Keywords

random Legendre differential equation

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random power series

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mean square calculus

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uncertainty quantification

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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 ordinary differential equations

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Q4869639

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Solving continuous models with dependent uncertainty: a computational approach

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Q3583848

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The approximate solutions of some stochastic differential equations using transformations

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Constructing approximate diffusion processes with uncertain data

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Computing mean square approximations of random diffusion models with source term

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

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Mean square convergence of the numerical solution of random differential equations

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Q4605116

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

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

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

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Stochastic differential equations. An introduction with applications.

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Random differential operational calculus: theory and applications

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

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

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

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

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Mean square solution of Bessel differential equation with uncertainties

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Q2906034

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Q4315010

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On the convergence of generalized polynomial chaos expansions

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

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

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Identifiers

zbMATH Open document ID

1439.60065

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DOI

10.1007/s00009-019-1338-6

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

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@@ Property / cites work @@
+Random differential equations in science and engineering
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@@ 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