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Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density

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Bibliographic Details
Main Authors: Clara, Burgos, Tomás, Caraballo, Juan Carlos, Cortés
Format: Book
Language:English
Published: Springer 2023
Subjects:
random inputs
mean square sense
Online Access:https://link.springer.com/article/10.1007/s40314-023-02274-1
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7417
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spelling oai:localhost:PNK-74172023-04-03T03:01:36Z Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density Clara, Burgos Tomás, Caraballo Juan Carlos, Cortés random inputs mean square sense CC BY We extend the study of the random Hermite second-order ordinary differential equation to the fractional setting. We first construct a random generalized power series that solves the equation in the mean square sense under mild hypotheses on the random inputs (coefficients and initial conditions). From this representation of the solution, which is a parametric stochastic process, reliable approximations of the mean and the variance are explicitly given. Then, we take advantage of the random variable transformation technique to go further and construct convergent approximations of the first probability density function of the solution. 2023-04-03T03:01:36Z 2023-04-03T03:01:36Z 2023 Book https://link.springer.com/article/10.1007/s40314-023-02274-1 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7417 en application/pdf Springer
institution Digital Phenikaa
collection Digital Phenikaa
language English
topic random inputs
mean square sense
spellingShingle random inputs
mean square sense
Clara, Burgos
Tomás, Caraballo
Juan Carlos, Cortés
Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
description CC BY
format Book
author Clara, Burgos
Tomás, Caraballo
Juan Carlos, Cortés
author_facet Clara, Burgos
Tomás, Caraballo
Juan Carlos, Cortés
author_sort Clara, Burgos
title Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
title_short Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
title_full Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
title_fullStr Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
title_full_unstemmed Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
title_sort constructing reliable approximations of the random fractional hermite equation: solution, moments and density
publisher Springer
publishDate 2023
url https://link.springer.com/article/10.1007/s40314-023-02274-1
https://dlib.phenikaa-uni.edu.vn/handle/PNK/7417
_version_ 1762184301837811712
score 8.8894005

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