Mean square power series solution of random linear differential equations

DOI10.1016/j.camwa.2009.06.007zbMath1189.34105OpenAlexW2026647738MaRDI QIDQ980386

G. Calbo, Juan-Carlos Cortés, Lucas Jodar

Publication date: 28 June 2010

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2009.06.007

zbMATH Keywords

mean square convergencerandom differential equationrandom power series solution

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Ordinary differential equations and systems with randomness (34F05)

Related Items (9)

Investigation of linear difference equations with random effects ⋮ Beyond the hypothesis of boundedness for the random coefficient of the Legendre differential equation with uncertainties ⋮ Solving the stochastic differential systems with modified split-step Euler-Maruyama method ⋮ Modified stochastic theta methods by ODEs solvers for stochastic differential equations ⋮ Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: a computational approach ⋮ Mean square convergence of the numerical solution of random differential equations ⋮ Solving initial and two-point boundary value linear random differential equations: a mean square approach ⋮ Uncertainty quantification for the random viscous Burgers' partial differential equation by using the differential transform method ⋮ Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties

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