On the generalization of probabilistic transformation method

DOI10.1016/j.amc.2007.02.009zbMath1122.65304OpenAlexW1974461173MaRDI QIDQ2383865

Seifedine Kadry

Publication date: 19 September 2007

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

Full work available at URL: https://doi.org/10.1016/j.amc.2007.02.009

zbMATH Keywords

stochastic differential equationfinite elementProbabilistic transformation method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (11)

A perturbation-based stochastic nonlinear beam element formulation using the B-spline wavelet on the interval finite element method ⋮ Computing probabilistic solutions of the Bernoulli random differential equation ⋮ Folding domain functions (FDF): a random variable transformation technique for the non-invertible case, with applications to RDEs ⋮ Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points ⋮ On the linear advection equation subject to random velocity fields ⋮ Solution of the stochastic radiative transfer equation with Rayleigh scattering using RVT technique ⋮ Probabilistic solution of rational difference equations system with random parameters ⋮ Probabilistic solution of the homogeneous Riccati differential equation: a case-study by using linearization and transformation techniques ⋮ The probability density function to the random linear transport equation ⋮ A developed solution of the stochastic Milne problem using probabilistic transformations ⋮ Solution of the stochastic transport equation of neutral particles with anisotropic scattering using RVT technique

Cites Work

• A proposed technique of SFEM on solving ordinary random differential equation
• Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
• Random matrix theory and non-parametric model of random uncertainties in vibration analysis
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