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

DOI10.1016/J.CAMWA.2011.03.045zbMath1221.65008OpenAlexW2124432779WikidataQ115359554 ScholiaQ115359554MaRDI QIDQ639101

L. Villafuerte, G. Calbo, Juan-Carlos Cortés, Lucas Jodar

Publication date: 18 September 2011

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/37627

zbMATH Keywords

random differential equationrandom power series solutionmean square and mean fourth calculus

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random operators and equations (aspects of stochastic analysis) (60H25) Ordinary differential equations and systems with randomness (34F05)

Related Items (8)

Modification of the random differential transformation method and its applications to compartmental models ⋮ Extending the deterministic Riemann-Liouville and Caputo operators to the random framework: A mean square approach with applications to solve random fractional differential equations ⋮ 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 ⋮ Theory and methods for random differential equations: a survey ⋮ Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation ⋮ Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties ⋮ A mean square chain rule and its application in solving the random Chebyshev differential equation ⋮ Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties

Cites Work

• Using homotopy WHEP technique for solving a stochastic nonlinear diffusion equation
• Random Airy type differential equations: mean square exact and numerical solutions
• Epidemic models with random coefficients
• Uniform asymptotics for the incomplete gamma functions starting from negative values of the parameters
• Approximate solution of a mixed nonlinear stochastic oscillator
• Random differential operational calculus: theory and applications
• Random differential equations in science and engineering
• Variable effort fishing models in random environments
• Harvesting in a random environment: Itô or Stratonovich calculus?
• The special functions and their approximations. Vol. I, II
• Generating Functions for Bessel and Related Polynomials
• Stability of weak numerical schemes for stochastic differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Solving the random Legendre differential equation: mean square power series solution and its statistical functions