Moment functions for solutions of random boundary value problems

DOI10.1002/ZAMM.20010811596MaRDI QIDQ2746097zbMATH OpenOpenAlexFDO

Authors M. Richter, J. vom Scheidt, Hans-Jörg Starkloff

Publication date 27 February 2002

Published in ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/zamm.20010811596

zbMATH Keywords

boundary value problemstochastic influencesweakly correlated

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

Boundary value problems for a class of ordinary differential operators with random coefficients are investigated. The random influences are modelled by the class of weakly correlated processes. Asymptotic expansions for second-order moments of the solutions are presented. The results determined analytically are compared with Monte Carlo simulations.

Recommendations

• Computation of the moments of solutions of certain random two point boundary value problems
• scientific article; zbMATH DE number 3886838
• Moment functions for the solution of the Cauchy problem for a first-order linear differential equation with random coefficients
• Moment functions of a solution of the diffusion equation with Gaussian random coefficients
• On finding moment functions for the solution of the Cauchy problem for the diffusion equation with random coefficients
• scientific article; zbMATH DE number 2059176
• Moment functions of the solution of the Cauchy problem for the stochastic heat equation
• Computation of moment functions for parabolic PDEs with random parameters
• Moments of some random functionals

Cites work

• Asymptotic expansions of integral functionals of weakly correlated random processes
• The approach to normality of the solutions of random boundary and eigenvalue problems with weakly correlated coefficients

Cited in

(16)

• Linear random boundary value problems containing weakly correlated forcing functions
• Asymptotic normality of eigenvalues of random ordinary differential operators
• On the method of moment functions in the stochastic Helmholtz problem
• Mathematical expectation of solution of the boundary value problem with random coefficients
• Second Moment Analysis for Robin Boundary Value Problems on Random Domains
• Computation of moment functions for parabolic PDEs with random parameters
• scientific article; zbMATH DE number 3886838 (Why is no real title available?)
• scientific article; zbMATH DE number 3879845 (Why is no real title available?)
• Second order moments of solutions of parabolic initial boundary value problems with -correlated random parameters
• scientific article; zbMATH DE number 4106338 (Why is no real title available?)
• scientific article; zbMATH DE number 1086530 (Why is no real title available?)
• scientific article; zbMATH DE number 1458014 (Why is no real title available?)
• Computation of the moments of solutions of certain random two point boundary value problems
• ON APPROXIMATE SOLUTION OF SYSTEMS OF MOMENT EQUATIONS
• ON APPROXIMATE SOLUTION OF SYSTEMS OF MOMENT EQUATIONS
• Error estimates for random boundary value problems with applications to a hanging cable problem

This page was built for publication: Moment functions for solutions of random boundary value problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2746097)