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:
INVESTIGACIONMetadatos
Título
Probabilistic analysis of a class of 2D-random heat equations via densitiesFecha de publicación
2023-12Editor
ElsevierISSN
0893-9659Cita bibliográfica
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.2023.108828Tipo de documento
info:eu-repo/semantics/articleVersión de la editorial
https://www.sciencedirect.com/science/article/pii/S0893965923002604Versión
info:eu-repo/semantics/publishedVersionPalabras clave / Materias
Resumen
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. [-]
Publicado en
Applied Mathematics Letters, 2023, vol. 146Entidad financiadora
Ministerio de Ciencia, Innovación y Universidades
Identificador de la entidad financiadora
http://dx.doi.org/10.13039/501100011033
Código del proyecto o subvención
MICIU/ICTI2017-2020/PID2020-115270GB-I00
Título del proyecto o subvención
Ecuaciones diferenciales aleatorias. Cuantificación de la incertidumbre y aplicaciones
Derechos de acceso
info:eu-repo/semantics/openAccess
Aparece en las colecciones
- MAT_Articles [762]