Random differential equations in scientific computing

DOI10.2478/9788376560267zbMATH Open1323.60002OpenAlexW4210840459MaRDI QIDQ2869802FDOQ2869802

Publication date: 6 January 2014

Full work available at URL: https://doi.org/10.2478/9788376560267

dynamical systems scientific computing random differential equations

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (43)

On a stochastic logistic population model with time-varying carrying capacity
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Nonlocal PDF methods for Langevin equations with colored noise
Finite-dimensional probability distributions in the random Burgers-Riemann problem
Numerical solution of random differential models
On initial value problem of random fractional differential equation with impulses
On the random wave equation within the mean square context
Numerical schemes for random ODEs with affine noise
Computing the probability density function of non-autonomous first-order linear homogeneous differential equations with uncertainty
Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function
Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus
Random Ordinary Differential Equations and Their Numerical Solution
Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties
Title not available (Why is that?)
Interacting particles systems with delay and random delay differential equations
On the random fractional Bateman equations
Computing probabilistic solutions of the Bernoulli random differential equation
Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States
Theory and methods for random differential equations: a survey
Probabilistic analysis of a class of 2D-random heat equations via densities
Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method
Solving random mean square fractional linear differential equations by generalized power series: analysis and computing
Hyers-Ulam stability of random functional differential equation involving fractional-order derivative
Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators
Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties
Numerical schemes for ordinary delay differential equations with random noise
Analysis of random non-autonomous logistic-type differential equations via the Karhunen-Loève expansion and the random variable transformation technique
Computing the density function of complex models with randomness by using polynomial expansions and the RVT technique. Application to the SIR epidemic model
Lyapunov stability analysis for nonlinear delay systems under random effects and stochastic perturbations with applications in finance and ecology
Uncertainty quantification for hybrid random logistic models with harvesting via density functions
Inverse uncertainty quantification for stochastic systems by resampling. Applications to modeling of alcohol consumption and infection by HIV
Solving random homogeneous linear second-order differential equations: a full probabilistic description
Liouville’s equations for random systems
Solving discrete first-order matrix linear control problems with general parametric uncertainties: a probability-density-based approach
Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions
Analysing Differential Equations with Uncertainties via the Liouville-Gibbs Theorem: Theory and Applications
Two-dimensional probability distribution of the solution to the random Burgers-Riemann problem
Solving Random Ordinary Differential Equations on GPU Clusters using Multiple Levels of Parallelism
A note on the mean-square solution of the hypergeometric differential equation with uncertainties
On the mean-square solution to the Legendre differential equation with random input data
On the generalized logistic random differential equation: theoretical analysis and numerical simulations with real-world data
Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters
Title not available (Why is that?)

Uses Software

Matlab

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