Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function
comunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/43662
comunitat-uji-handle3:10234/43643
comunitat-uji-handle4:
INVESTIGACIONEste recurso está restringido
https://doi.org/10.1002/mma.5333 |
Metadatos
Título
Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density functionFecha de publicación
2018-11-14Editor
John Wiley & Sons, Ltd.ISSN
0170-4214; 1099-1476Cita bibliográfica
Calatayud, J., Cortés, J. C., & Jornet, M. (2019). Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function. Mathematical Methods in the Applied Sciences, 42(17), 5649-5667.Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
https://onlinelibrary.wiley.com/doi/10.1002/mma.5333Versión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
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 ... [+]
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, with the solution stochastic process of the random heat equation defined on [0,1] with homogeneous boundary conditions. Results in the extant literature establish conditions under which the probability density function of the solution process to the random heat equation on [0,1] with homogeneous boundary conditions can be approximated. Via the changes of variable and the Random Variable Transformation technique, we set mild conditions under which the probability density function of the solution process to the random heat equation on a general bounded interval [L1, L2] and with nonhomogeneous boundary conditions can be approximated uniformly or pointwise. Furthermore, we provide sufficient conditions in order that the expectation and the variance of the solution stochastic process can be computed from the proposed approximations of the probability density function. Numerical examples are performed in the case that the initial condition process has a certain Karhunen-Loève expansion, being Gaussian and non-Gaussian. [-]
Publicado en
Mathematical Methods in the Applied Sciences, Vol. 42, Iss.17. Special Issue: New Advances for Computational and Mathematical Methods in scientific problemsEntidad financiadora
Ministerio de Economía, Industria y Competitividad (Secretaría de Estado de Investigación, Desarrollo e Innovación)
Código del proyecto o subvención
MTM2017-89664-P
Derechos de acceso
© 2018 John Wiley & Sons, Ltd.
http://rightsstatements.org/vocab/InC/1.0/
info:eu-repo/semantics/restrictedAccess
http://rightsstatements.org/vocab/InC/1.0/
info:eu-repo/semantics/restrictedAccess
Aparece en las colecciones
- MAT_Articles [761]
- INIT_Articles [751]