Mean square solution of Bessel differential equation with uncertainties

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:309

Article; Proceedings Paper

Cortes, J. -C.¹  Jodar, L.¹  Villafuerte, L.² 

[1] Univ Politecn Valencia, Inst Univ Matemat Multidisciplinar, Camino Vera S-N, E-46022 Valencia, Spain

[2] Univ Autonoma Chiapas, Fac Ciencias Fis & Matemat, Ciudad Univ, Tuxtla Gutierrez 29050, Mexico

关键词: Random differential equation;    L-p-random calculus;    Bessel differential equation;   

DOI  :  10.1016/j.cam.2016.01.034

来源: Elsevier

【 摘 要 】

This paper deals with the study of a Bessel-type differential equation where input parameters (coefficient and initial conditions) are assumed to be random variables. Using the so-called L-p-random calculus and assuming moment conditions on the random variables in the equation, a mean square convergent generalized power series solution is constructed. As a result of this convergence, the sequences of the mean and standard deviation obtained from the truncated power series solution are convergent as well. The results obtained in the random framework extend their deterministic counterpart. The theory is illustrated in two examples in which several distributions on the random inputs are assumed. Finally, we show through examples that the proposed method is computationally faster than Monte Carlo method. (C) 2016 Elsevier B.V. All rights reserved.

【 授权许可】

Free