Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
473485 | Computers & Mathematics with Applications | 2008 | 14 Pages |
Abstract
This paper deals with the construction of random power series solution of vector initial value problems containing uncertainty in both initial condition and source term. Under appropriate hypothesis on the data, we prove that the random series solution constructed by a random Fröbenius method is convergent in the mean square sense. Also, the main statistical functions of the approximating stochastic process solution generated by truncation of the exact series solution are given. Finally, we apply the proposed technique to several illustrative examples.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Gema Calbo, Juan Carlos Cortés, Lucas Jódar,