Do the generalized polynomial chaos and Frobenius methods retain the statistical moments of random differential equations?

DOI10.1016/j.aml.2012.12.013zbMath1266.60102MaRDI QIDQ1941227

M. D. Roselló, Benito M. Chen-Charpentier, José Vicente Romero, Juan-Carlos Cortés

Publication date: 12 March 2013

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.12.013

zbMATH Keywords

random differential equations; generalized polynomial chaos; statistical moments; random Frobenius method

Mathematics Subject Classification ID

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

34F05: Ordinary differential equations and systems with randomness

65C30: Numerical solutions to stochastic differential and integral equations