Mean square power series solution of random linear differential equations

DOI10.1016/J.CAMWA.2009.06.007MaRDI QIDQ980386zbMATH OpenOpenAlexFDO

Authors G. Calbo, Juan Cortés, L. Jódar

Publication date 28 June 2010

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

Full work available at URL https://doi.org/10.1016/j.camwa.2009.06.007

zbMATH Keywords

mean square convergencerandom differential equationrandom power series solution

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Random operators and equations (aspects of stochastic analysis) (60H25)

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• Analytic-numerical approximating processes of diffusion equation with data uncertainty
• Mean square numerical solution of random differential equations: Facts and possibilities
• Modeling the simple epidemic with deterministic differential equations and random initial conditions
• Pathwise approximation of random ordinary differential equations
• Random analytic solution of coupled differential models with uncertain initial condition and source term
• Random differential equations in science and engineering
• Random linear-quadratic mathematical models: Computing explicit solutions and applications
• Stochastic differential equations in science and engineering. With CD-ROM.
• The approximate solutions of some stochastic differential equations using transformations

Cited in

(19)

• Random Airy type differential equations: mean square exact and numerical solutions
• Solving the random Legendre differential equation: mean square power series solution and its statistical functions
• Solving initial and two-point boundary value linear random differential equations: a mean square approach
• Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties
• Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach
• Random analytic solution of coupled differential models with uncertain initial condition and source term
• Modified stochastic theta methods by ODEs solvers for stochastic differential equations
• Solving the stochastic differential systems with modified split-step Euler-Maruyama method
• Mean square solution of Bessel differential equation with uncertainties
• Investigation of linear difference equations with random effects
• Random Hermite differential equations: mean square power series solutions and statistical properties
• Solving a class of random non-autonomous linear fractional differential equations by means of a generalized mean square convergent power series
• Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method
• Solving random mean square fractional linear differential equations by generalized power series: analysis and computing
• Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties
• Mean square convergence of the numerical solution of random differential equations
• Solution processes for second-order linear fractional differential equations with random inhomogeneous parts
• Constructing power series solutions for random differential models
• A note on the mean-square solution of the hypergeometric differential equation with uncertainties

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