Constructing reliable approximations of the random fractional Hermite equation: solution, moments and density
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s40314-023-02274-1 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7417 |
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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 |
8.8926115 |