Mostrar el registro sencillo del ítem
Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function
dc.contributor.author | Calatayud, Julia | |
dc.contributor.author | Cortés, Juan Carlos | |
dc.contributor.author | Jornet, Marc | |
dc.date.accessioned | 2022-11-25T18:47:40Z | |
dc.date.available | 2022-11-25T18:47:40Z | |
dc.date.issued | 2018-11-14 | |
dc.identifier.citation | 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. | ca_CA |
dc.identifier.issn | 0170-4214 | |
dc.identifier.issn | 1099-1476 | |
dc.identifier.uri | http://hdl.handle.net/10234/200942 | |
dc.description.abstract | 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. | ca_CA |
dc.format.extent | 19 p. | ca_CA |
dc.language.iso | eng | ca_CA |
dc.publisher | John Wiley & Sons, Ltd. | ca_CA |
dc.relation.isPartOf | Mathematical Methods in the Applied Sciences, Vol. 42, Iss.17. Special Issue: New Advances for Computational and Mathematical Methods in scientific problems | ca_CA |
dc.rights | © 2018 John Wiley & Sons, Ltd. | ca_CA |
dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | ca_CA |
dc.subject | Karhunen‐Loève expansion | ca_CA |
dc.subject | numerical simulations | ca_CA |
dc.subject | probability density function | ca_CA |
dc.subject | random heatequation | ca_CA |
dc.subject | uncertainty quantification | ca_CA |
dc.subject | 34F05 | ca_CA |
dc.subject | 60H35 | ca_CA |
dc.subject | 65Z05 | ca_CA |
dc.subject | 60H15 | ca_CA |
dc.subject | 93E03 | ca_CA |
dc.title | Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function | ca_CA |
dc.type | info:eu-repo/semantics/article | ca_CA |
dc.identifier.doi | https://doi.org/10.1002/mma.5333 | |
dc.rights.accessRights | info:eu-repo/semantics/restrictedAccess | ca_CA |
dc.relation.publisherVersion | https://onlinelibrary.wiley.com/doi/10.1002/mma.5333 | ca_CA |
dc.type.version | info:eu-repo/semantics/publishedVersion | ca_CA |
project.funder.name | Ministerio de Economía, Industria y Competitividad (Secretaría de Estado de Investigación, Desarrollo e Innovación) | ca_CA |
oaire.awardNumber | MTM2017-89664-P | ca_CA |
Ficheros en el ítem
Ficheros | Tamaño | Formato | Ver |
---|---|---|---|
No hay ficheros asociados a este ítem. |
Este ítem aparece en la(s) siguiente(s) colección(ones)
-
MAT_Articles [765]
Articles de publicacions periòdiques -
INIT_Articles [752]