Article ID Journal Published Year Pages File Type
473485 Computers & Mathematics with Applications 2008 14 Pages PDF
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)
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