Symbolic and numeric scheme for solution of linear integro-differential equations with random parameter uncertainties and Gaussian stochastic process input

DOI10.1016/J.APM.2017.11.024MaRDI QIDQ2295186zbMATH OpenOpenAlexFDO

Authors Igor E. Poloskov, C. Soize

Publication date 12 February 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://hal-upec-upem.archives-ouvertes.fr/hal-01655300/file/publi-2017-AMM-poloskov-soize-preprint.pdf

zbMATH Keywords

Monte Carlo simulationGreen functionstochastic integro-differential equationrandom parameterGaussian inputsecond-order moments' calculation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Integro-partial differential equations (45K05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited in

(3)

• scientific article; zbMATH DE number 6862719 (Why is no real title available?)
• On a method for approximate analysis of linear stochastic integro-differential systems
• Combination of the method of steps and an expansion of the state space for analyzing linear stochastic systems with various forms of delays and random inputs in the form of additive and multiplicative white noises

Describes a project that uses

Uses Software

• Mathematica

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