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:
INVESTIGACIONMetadata
Title
Probabilistic analysis of a class of 2D-random heat equations via densitiesDate
2023-12Publisher
ElsevierISSN
0893-9659Bibliographic citation
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.2023.108828Type
info:eu-repo/semantics/articlePublisher version
https://www.sciencedirect.com/science/article/pii/S0893965923002604Version
info:eu-repo/semantics/publishedVersionSubject
Abstract
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. [-]
Is part of
Applied Mathematics Letters, 2023, vol. 146Funder Name
Ministerio de Ciencia, Innovación y Universidades
Funder ID
http://dx.doi.org/10.13039/501100011033
Project code
MICIU/ICTI2017-2020/PID2020-115270GB-I00
Project title or grant
Ecuaciones diferenciales aleatorias. Cuantificación de la incertidumbre y aplicaciones
Rights
info:eu-repo/semantics/openAccess
This item appears in the folowing collection(s)
- MAT_Articles [762]