Probabilistic solution of random homogeneous linear second-order difference equations

DOI10.1016/J.AML.2014.03.010MaRDI QIDQ2349265zbMATH OpenOpenAlexFDO

Authors M.-C. Casabán, Juan Cortés, J.-V. Romero, M.-D. Roselló

Publication date 22 June 2015

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

Full work available at URL https://doi.org/10.1016/j.aml.2014.03.010

zbMATH Keywords

probability density functionrandom difference equationrandom transformation

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic difference equations (39A50)

Recommendations

• Solving random homogeneous linear second-order differential equations: a full probabilistic description
• Random first-order linear discrete models and their probabilistic solution: a comprehensive study
• Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function
• Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty
• Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems

Cites work

• A developed solution of the stochastic Milne problem using probabilistic transformations
• Mean square exponential stability of impulsive stochastic difference equations
• Modeling with Itô Stochastic Differential Equations
• Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
• Probabilistic solution of random homogeneous linear second-order difference equations
• Random differential equations in science and engineering
• Random matrix difference models arising in long-term medical drug strategies
• Solution of the stochastic radiative transfer equation with Rayleigh scattering using RVT technique
• Solution of the stochastic transport equation of neutral particles with anisotropic scattering using RVT technique
• The approximate solutions of some stochastic differential equations using transformations
• Using FEM-RVT technique for solving a randomly excited ordinary differential equation with a random operator

Cited in

(26)

• A probability wave description of stochastic variables whose means satisfy a system of difference equations
• Random first-order linear discrete models and their probabilistic solution: a comprehensive study
• Probabilistic solution of rational difference equations system with random parameters
• Improving adaptive generalized polynomial chaos method to solve nonlinear random differential equations by the random variable transformation technique
• Applying the random variable transformation method to solve a class of random linear differential equation with discrete delay
• Investigation of linear difference equations with random effects
• A comprehensive probabilistic solution of random SIS-type epidemiological models using the random variable transformation technique
• An approximate probabilistic solution of a random SIR-type epidemiological model using RVT technique
• Probabilistic solution of random SI-type epidemiological models using the random variable transformation technique
• Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function
• Solving second-order linear differential equations with random analytic coefficients about ordinary points: a full probabilistic solution by the first probability density function
• Probabilistic solution of random homogeneous linear second-order difference equations
• Exponential stabilization of nonlinear systems under saturated control involving impulse correction
• Computing probabilistic solutions of the Bernoulli random differential equation
• Solving random homogeneous linear second-order differential equations: a full probabilistic description
• scientific article; zbMATH DE number 1376775 (Why is no real title available?)
• Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques
• Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem
• Full solution of random autonomous first-order linear systems of difference equations. Application to construct random phase portrait for planar systems
• scientific article; zbMATH DE number 6438530 (Why is no real title available?)
• A numerical modeling and its computational implementing simulation for generating distributions of the complicated random variable transformations with applications
• Squeezing flow of Casson fluid between two circular plates under the impact of solar radiation
• On the solution of random linear difference equations with Laplace transform method
• Probabilistic evolution analysis and first passage analysis of a class of stochastic dynamic systems with fractional derivative based on complex fractional moment method
• On implicit fractional q‐difference equations: Analysis and stability
• Study of nonhomogeneous linear second-order discrete dynamical systems with uncertainties: solution and stability with applications

This page was built for publication: Probabilistic solution of random homogeneous linear second-order difference equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2349265)