Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

DOI10.1186/S13662-018-1848-8zbMATH Open1448.34118OpenAlexW2898499626WikidataQ129050391 ScholiaQ129050391MaRDI QIDQ1713837FDOQ1713837

Authors: J. Calatayud, Juan Cortés, M. Jornet, L. Villafuerte 

Publication date: 30 January 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-018-1848-8

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zbMATH Keywords

uncertainty quantification\(L^p(\Omega)\) random calculusanalytic second-order stochastic processmathematical modelling and stochastic computationrandom second-order linear difference and differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic systems in control theory (general) (93E03)

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Cited In (18)

• Analytic stochastic process solutions of second-order random differential equations
• Computational uncertainty quantification for random non-autonomous second order linear differential equations via adapted gPC: a comparative case study with random Fröbenius method and Monte Carlo simulation
• Solving the random Legendre differential equation: mean square power series solution and its statistical functions
• Stabilization of cycles with stochastic prediction-based and target-oriented control
• 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
• Vector-valued functions on time scales and random differential equations
• Random Hermite differential equations: mean square power series solutions and statistical properties
• Theory and methods for random differential equations: a survey
• Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method
• Title not available (Why is that?)
• Mean square solutions of second-order random differential equations by using homotopy perturbation method
• Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties
• Solving random homogeneous linear second-order differential equations: a full probabilistic description
• Title not available (Why is that?)
• Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function
• A note on the mean-square solution of the hypergeometric differential equation with uncertainties
• On the mean-square solution to the Legendre differential equation with random input data

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