Listar por tema "probability density function"
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Analysis of the random heat equation via approximate density functions
Editura Academiei Romane (2021)In this paper we study the randomized heat equation with homo- geneous boundary conditions. The diffusion coefficient is assumed to be a random variable and the initial condition is treated as a stochastic process. The ... -
Approximate solutions of randomized non-autonomous complete linear differential equations via probability density functions
Texas State University (2019-07-16)Solving a random differential equation means to obtain an exact or approximate expression for the solution stochastic process, and to compute its statistical properties, mainly the mean and the variance functions. However, ... -
Improving the approximation of the probability density function of random nonautonomous logistic-type differential equations
John Wiley & Sons, Ltd. (2019-08-16)In this paper, we address the problem of approximating the probability density function of the following random logistic differential equation: P ′ (t, 𝜔�) = A(t, 𝜔�)(1 − P(t, 𝜔�))P(t, 𝜔�), t ∈ [t0, T], P(t0, 𝜔�) ... -
Liouville’s equations for random systems
Taylor and Francis (2021-10-03)Given a random system, a Liouville’s equation is an exact partial differential equation that describes the evolution of the probability density function of the solution. In this paper, we derive Liouville’s equations for ... -
On the generalized logistic random differential equation: Theoretical analysis and numerical simulations with real-world data
Elsevier (2022-08-27)Based on the previous literature about the random logistic and Gompertz models, the aim of this paper is to extend the investigations to the generalized logistic differential equation in the random setting. First, this is ... -
Singlet-triplet gaps in large multireference systems: spin-flip-driven alternatives for bioinorganic modelling
American Institute of Physics (2007-07)The proper description of low-spin states of open-shell systems, which are commonly encountered in the field of bioinorganic chemistry, rigorously requires using multireference ab initio methodologies. Such approaches are ... -
The damped pendulum random differential equation: A comprehensive stochastic analysis via the computation of the probability density function
Elsevier B.V. (2018-08-13)This paper deals with the damped pendulum random differential equation: X¨(t)+2ω0ξX˙(t) + ω 2 0 X(t) = Y(t), t ∈ [0, T ], with initial conditions X(0) = X0 and X˙(0) = X1. The forcing term Y(t) is a stochastic process ... -
Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function
John Wiley & Sons, Ltd. (2018-11-14)This paper deals with the randomized heat equation defined on a general bounded interval [L1, L2] and with nonhomogeneous boundary conditions. The solution is a stochastic process that can be related, via changes of variable, ...