Analytic-numerical approximating processes of diffusion equation with data uncertainty

被引:28
作者
Cortés, JC [1 ]
Sevilla-Peris, P [1 ]
Jódar, L [1 ]
机构
[1] Univ Politecn Valencia, Inst Matemat Multidisciplinar, Valencia, Spain
关键词
diffusion equation; uncertainty; approximation;
D O I
10.1016/j.camwa.2004.05.015
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper deals with the construction of approximating processes for solving mixed problems related to the diffusion equation where the initial condition is assumed to be a stochastic process and the diffusion coefficient is a random variable. Expectation and standard deviation of the approximation processes are given. (c) 2005 Elsevier Ltd. All rights reserved.
引用
收藏
页码:1255 / 1266
页数:12
相关论文
共 8 条
[1]  
[Anonymous], PROBABILITY RANDOM P
[2]  
Apostol T M, 1957, MATH ANAL
[3]  
CHILeS J.-P., 1999, WILEY SER PROB STAT
[4]  
Gradshteyn I.S., 1994, Tables of Integrals, Series, and Products
[5]  
MacCluer CR, 2000, IND MATH
[6]  
NECATI M, 1968, BOUNDARY VALUE PROBL
[7]  
Soong TT., 1973, Random differential equations in science and engineering
[8]  
Tolstov G.P., 1962, Fourier series