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)

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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
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• Second order moments of solutions of parabolic initial boundary value problems with -correlated random parameters
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• ON APPROXIMATE SOLUTION OF SYSTEMS OF MOMENT EQUATIONS
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• Error estimates for random boundary value problems with applications to a hanging cable problem

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