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

DOI10.1007/s00009-019-1338-6zbMath1439.60065arXiv1807.03141OpenAlexW2963113772WikidataQ115390310 ScholiaQ115390310MaRDI QIDQ2424070

J. Calatayud, M. Jornet, Juan-Carlos Cortés

Publication date: 24 June 2019

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03141

zbMATH Keywords

uncertainty quantificationrandom power seriesmean square calculusrandom Legendre differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (7)

The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function ⋮ Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties ⋮ Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method ⋮ Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme ⋮ Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function ⋮ Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties ⋮ Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models

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