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

DOI10.1007/s00009-019-1338-6zbMath1439.60065arXiv1807.03141OpenAlexW2963113772WikidataQ115390310 ScholiaQ115390310MaRDI QIDQ2424070

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

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 quantificationrandom power seriesmean square calculusrandom Legendre differential equation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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