Density function of random differential equations via finite difference schemes: a theoretical analysis of a random diffusion-reaction Poisson-type problem

DOI10.1080/17442508.2019.1645849zbMATH Open1490.60198OpenAlexW2963393455WikidataQ127450956 ScholiaQ127450956MaRDI QIDQ5086499FDOQ5086499

Authors:

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10251/161848

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zbMATH Keywords

probability density functionnumerical methodsfinite difference schemerandom diffusion-reaction Poisson-type problem

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Sample path properties (60G17) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited In (6)

• Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme
• Approximation of probability density functions for PDEs with random parameters using truncated series expansions
• Generalized probability density function of the solution to the random Burgers-Riemann problem
• The Random Steady State Diffusion Problem. I: Random Generalized Solutions to Laplace’s Equation
• The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function
• Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points

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