Article ID Journal Published Year Pages File Type
4623395 Journal of Mathematical Analysis and Applications 2007 9 Pages PDF
Abstract

A closure procedure for the hierarchy of moment equations related to linear systems of ordinary differential equations with a random parametric excitation is introduced. A generalization of Pringsheim's theorem for continued fractions is used in a proof of the procedure convergence. The boundary function method for singular perturbation problems is applied to obtain asymptotic expansions for the moments of the solutions of such systems.

Related Topics
Physical Sciences and Engineering Mathematics Analysis