Improving the approximation of the first- and second-order statistics of the response stochastic process to the random Legendre differential equation

DOI10.1007/s00009-019-1338-6zbMath1439.60065arXiv1807.03141WikidataQ115390310 ScholiaQ115390310MaRDI QIDQ2424070

Juan-Carlos Cortés, J. Calatayud, M. Jornet

Publication date: 24 June 2019

Published in: Mediterranean Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03141

zbMATH Keywords

uncertainty quantification; random power series; mean square calculus; random Legendre differential equation

Mathematics Subject Classification ID

65C05: Monte Carlo methods

34F05: Ordinary differential equations and systems with randomness

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)