ListarInstitute of New Imaging Technologies (INIT) por tema "probability density function"
Mostrando ítems 1-4 de 4
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Approximate solutions of randomized non-autonomous complete linear differential equations via probability density functions
Texas State University (2019-07-16)Solving a random differential equation means to obtain an exact or approximate expression for the solution stochastic process, and to compute its statistical properties, mainly the mean and the variance functions. However, ... -
Improving the approximation of the probability density function of random nonautonomous logistic-type differential equations
John Wiley & Sons, Ltd. (2019-08-16)In this paper, we address the problem of approximating the probability density function of the following random logistic differential equation: P ′ (t, 𝜔�) = A(t, 𝜔�)(1 − P(t, 𝜔�))P(t, 𝜔�), t ∈ [t0, T], P(t0, 𝜔�) ... -
The damped pendulum random differential equation: A comprehensive stochastic analysis via the computation of the probability density function
Elsevier B.V. (2018-08-13)This paper deals with the damped pendulum random differential equation: X¨(t)+2ω0ξX˙(t) + ω 2 0 X(t) = Y(t), t ∈ [0, T ], with initial conditions X(0) = X0 and X˙(0) = X1. The forcing term Y(t) is a stochastic process ... -
Uncertainty quantification for random parabolic equations with nonhomogeneous boundary conditions on a bounded domain via the approximation of the probability density function
John Wiley & Sons, Ltd. (2018-11-14)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, ...