Probabilistic analysis of a class of 2D-random heat equations via densities
comunitat-uji-handle:10234/9
comunitat-uji-handle2:10234/7037
comunitat-uji-handle3:10234/8635
comunitat-uji-handle4:
INVESTIGACIONMetadades
Títol
Probabilistic analysis of a class of 2D-random heat equations via densitiesData de publicació
2023-12Editor
ElsevierISSN
0893-9659Cita bibliogràfica
Bevia, V., Calatayud, J., & Cortés, J. C. (2023). Probabilistic analysis of a class of 2D-random heat equations via densities. Applied Mathematics Letters, 146, 108828. https://doi.org/10.1016/j.aml.2023.108828Tipus de document
info:eu-repo/semantics/articleVersió de l'editorial
https://www.sciencedirect.com/science/article/pii/S0893965923002604Versió
info:eu-repo/semantics/publishedVersionParaules clau / Matèries
Resum
We give new probabilistic results for a class of random two-dimensional homogeneous heat equations with mixed homogeneous Dirichlet and Neumann boundary conditions and an arbitrary initial condition on a rectangular ... [+]
We give new probabilistic results for a class of random two-dimensional homogeneous heat equations with mixed homogeneous Dirichlet and Neumann boundary conditions and an arbitrary initial condition on a rectangular domain. The diffusion coefficient is assumed to be an arbitrary second-order random variable, while the initial condition is a stochastic process admitting a Karhunen-Loève expansion. We then construct pointwise convergent approximations for the main moments and the density of the solution. The theoretical results are numerically illustrated. [-]
Publicat a
Applied Mathematics Letters, 2023, vol. 146Entitat finançadora
Ministerio de Ciencia, Innovación y Universidades
Identificador de l'entitat finançadora
http://dx.doi.org/10.13039/501100011033
Codi del projecte o subvenció
MICIU/ICTI2017-2020/PID2020-115270GB-I00
Títol del projecte o subvenció
Ecuaciones diferenciales aleatorias. Cuantificación de la incertidumbre y aplicaciones
Drets d'accés
info:eu-repo/semantics/openAccess
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