Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

Random non-autonomous second order linear differential equations: mean square analytic solutions and their statistical properties

Abstract In this paper we study random non-autonomous second order linear differential equations by taking advantage of the powerful theory of random difference equations. The coefficients are assumed to be stochastic processes, and the initial conditions are random variables both defined in a commo...

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Bibliographic Details
Main Authors: J. Calatayud, J.-C. Cortés, M. Jornet, L. Villafuerte
Format: Article
Language:English
Published: SpringerOpen 2018-10-01
Series:Advances in Difference Equations
Subjects:
Random second order linear difference and differential equation
Analytic second order stochastic process
L p ( Ω ) $\mathrm {L}^{p}(\Omega)$ random calculus
Uncertainty quantification
Mathematical modelling and stochastic computation
Online Access:http://link.springer.com/article/10.1186/s13662-018-1848-8

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http://link.springer.com/article/10.1186/s13662-018-1848-8

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