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dc.contributor.authorCalatayud, Julia
dc.contributor.authorCortés, Juan Carlos
dc.contributor.authorJornet, Marc
dc.date.accessioned2022-11-29T13:28:35Z
dc.date.available2022-11-29T13:28:35Z
dc.date.issued2019-04-16
dc.identifier.citationCalatayud, J., Cortés, JC. & Jornet, M. Improving the Approximation of the First- and Second-Order Statistics of the Response Stochastic Process to the Random Legendre Differential Equation. Mediterr. J. Math. 16, 68 (2019). https://doi.org/10.1007/s00009-019-1338-6ca_CA
dc.identifier.issn1660-5446
dc.identifier.urihttp://hdl.handle.net/10234/200982
dc.description.abstractIn this paper, we deal with uncertainty quantification for the random Legendre differential equation, with input coefficient A and initial conditions X0 and X1. In a previous study (Calbo et al. in Comput Math Appl 61(9):2782–2792, 2011), a mean square convergent power series solution on (−1/e, 1/e) was constructed, under the assumptions of mean fourth integrability of X0 and X1, independence, and at most exponential growth of the absolute moments of A. In this paper, we relax these conditions to construct an Lp solution (1 ≤ p ≤ ∞) to the random Legendre differential equation on the whole domain (−1, 1), as in its deterministic counterpart. Our hypotheses assume no independence and less integrability of X0 and X1. Moreover, the growth condition on the moments of A is characterized by the boundedness of A, which simplifies the proofs significantly. We also provide approximations of the expectation and variance of the response process. The numerical experiments show the wide applicability of our findings. A comparison with Monte Carlo simulations and gPC expansions is performed.ca_CA
dc.format.extent14 p.ca_CA
dc.language.isoengca_CA
dc.publisherSpringer Nature Switzerland AGca_CA
dc.relationPrograma de Ayudas de Investigación y Desarrollo (PAID)ca_CA
dc.relation.isPartOfMediterranean Journal of Mathematics, Vol. 16, num. 68 (2019)ca_CA
dc.rights© Springer Nature Switzerland AG 2019ca_CA
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/ca_CA
dc.subjectrandom Legendre differential equationca_CA
dc.subjectrandom power seriesca_CA
dc.subjectmean square calculusca_CA
dc.subjectuncertainty quantificationca_CA
dc.subject34F05ca_CA
dc.subject60H10ca_CA
dc.subject60H35ca_CA
dc.subject65C05ca_CA
dc.subject65C60ca_CA
dc.subject93E03ca_CA
dc.titleImproving the Approximation of the First- and Second-Order Statistics of the Response Stochastic Process to the Random Legendre Differential Equationca_CA
dc.typeinfo:eu-repo/semantics/articleca_CA
dc.identifier.doihttps://doi.org/10.1007/s00009-019-1338-6
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccessca_CA
dc.type.versioninfo:eu-repo/semantics/publishedVersionca_CA
project.funder.nameMinisterio de Economía y Competitividadca_CA
project.funder.nameUniversitat Politècnica de Valènciaca_CA
oaire.awardNumberMTM2017-89664-Pca_CA


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