A random Laplace transform method for solving random mixed parabolic differential problems

DOI10.1016/j.amc.2015.02.091zbMath1390.35435MaRDI QIDQ1636889

M. C. Casabán, Lucas Jodar, Juan-Carlos Cortés

Publication date: 7 June 2018

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/63772

zbMATH Keywords

mean square and mean fourth random calculus; random Laplace transform; random mixed parabolic equations

Mathematics Subject Classification ID

35A22: Transform methods (e.g., integral transforms) applied to PDEs

44A10: Laplace transform

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

65C30: Numerical solutions to stochastic differential and integral equations