Analytic-numerical solution of random parabolic models: a mean square fourier transform approach

Analytic-numerical solution of random parabolic models: a mean square fourier transform approach

This paper deals with the construction of mean square analytic-numerical solution of parabolic partial differential problems where both initial condition and coefficients are stochastic processes. By using a random Fourier transform, an infinite integral form of the solution stochastic process is f...

Full description

Bibliographic Details
Main Authors:	María-Consuelo Casabán, Juan-Carlos Cortés, Lucas Jódar
Format:	Article
Language:	English
Published:	Vilnius Gediminas Technical University 2018-02-01
Series:	Mathematical Modelling and Analysis
Subjects:	mean square random calculus random parabolic models analytic-numerical solution random mean square quadrature formulae random Fourier transform
Online Access:	https://journals.vgtu.lt/index.php/MMA/article/view/234

Similar Items

Numerical Integral Transform Methods for Random Hyperbolic Models with a Finite Degree of Randomness
by: M. Consuelo Casabán, et al.
Published: (2019-09-01)

Reliable Efficient Difference Methods for Random Heterogeneous Diffusion Reaction Models with a Finite Degree of Randomness
by: María Consuelo Casabán, et al.
Published: (2021-01-01)

Non-Gaussian Quadrature Integral Transform Solution of Parabolic Models with a Finite Degree of Randomness
by: María-Consuelo Casabán, et al.
Published: (2020-07-01)

Mean Square Analytic Solutions of Random Linear Models
by: Calbo Sanjuán, Gema
Published: (2010)

Random difference scheme for diffusion advection model
by: M. A. Sohaly
Published: (2019-02-01)

Mean square convergent three points finite difference scheme for random partial differential equations
by: Magdy A. El-Tawil, et al.
Published: (2012-10-01)

Mean Square Convergent Non-Standard Numerical Schemes for Linear Random Differential Equations with Delay
by: Julia Calatayud, et al.
Published: (2020-08-01)

Accelerate Convergence of Polarized Random Fourier Feature-Based Kernel Adaptive Filtering With Variable Forgetting Factor and Step Size
by: Yonghui Xu, et al.
Published: (2020-01-01)

A stratified Mangat and Singh’s optional randomized response model using proportional and optimal allocation
by: Housila P. Singh, et al.
Published: (2014-12-01)

A Polarized Random Fourier Feature Kernel Least-Mean-Square Algorithm
by: Yuqi Liu, et al.
Published: (2019-01-01)

Some Notes to Extend the Study on Random Non-Autonomous Second Order Linear Differential Equations Appearing in Mathematical Modeling
by: Julia Calatayud Gregori, et al.
Published: (2018-11-01)

Optimal designs for estimation and prediction in simple random-intercept models
by: YUE Rongxian, et al.
Published: (2013-10-01)

Estimation of Population Mean Using Known Correlation Coefficient And Median
by: J. Subramani, et al.
Published: (2014-12-01)

A Modified Ratio-Cum-Product Estimator of Finite Population Mean in Stratified Random Sampling Rajesh Tailor1)
by: Rajesh Tailor
Published: (2009-06-01)

A Unified Mean Square Consensus Criterion for Stochastic Multi-Agent Systems With ROUs and RONs Under Impulse Time Windows
by: Zhenhua Zhang, et al.
Published: (2020-01-01)

A Generalized Class of Estimators for Estimating Population Mean in the Presence of Non-Response
by: Iram Saleem, et al.
Published: (2018-12-01)

EFFICIENT ESTIMATORS OF POPULATION MEAN USING AUXILIARY INFORMATION UNDER SIMPLE RANDOM SAMPLING
by: Mir Subzar, et al.
Published: (2018-06-01)

Regularization Techniques for Linear Least-Squares Problems
by: Suliman, Mohamed Abdalla Elhag
Published: (2016)

Classification of Latin squares
by: Lakić Nada S.
Published: (2002-01-01)

Stability Analysis of Cohen–Grossberg Neural Networks with Random Impulses
by: Ravi Agarwal, et al.
Published: (2018-08-01)

A Kernel Least Mean Square Algorithm Based on Randomized Feature Networks
by: Yuqi Liu, et al.
Published: (2018-03-01)

ESTIMATING POPULATION COEFFICIENT OF VARIATION USING A SINGLE AUXILIARY VARIABLE IN SIMPLE RANDOM SAMPLING
by: Rajesh Singh, et al.
Published: (2019-12-01)

“Go Wild for a While!”: A New Test for Forecast Evaluation in Nested Models
by: Pablo Pincheira, et al.
Published: (2021-09-01)

Donsker classes, Vapnik-Chervonenkis classes, and chi-squared tests of fit with random cells
by: Durst, Mark Joseph
Published: (2005)

A NEW MEDIAN BASED RATIO ESTIMATOR FOR ESTIMATION OF THE FINITE POPULATION MEAN
by: J. Subramani
Published: (2016-12-01)

Modified Exponential Type Estimator for Population Mean Using Auxiliary Variables In Stratified Random Sampling
by: Gamze Özel
Published: (2015-12-01)

A simulation study: new optimal estimators for population mean by using dual auxiliary information in stratified random sampling
by: Maria Javed, et al.
Published: (2020-01-01)

Improved class of estimators of finite population mean using sampling fraction and information on two auxiliary variables in sample surveys
by: Housila P. Singh, et al.
Published: (2014-05-01)

Analysis of Random Dynamics of Cell Segmented by a Modified Active Contour Method
by: Ji Yeon Hyun, et al.
Published: (2020-09-01)

IMPLEMENTATION OF REJECTION STRATEGIES INSIDE MALAYALAM CHARACTER RECOGNITION SYSTEM BASED ON RANDOM FOURIER FEATURES AND REGULARIZED LEAST SQUARE CLASSIFIER
by: MANJUSHA K, et al.
Published: (2018-01-01)

Wavelet Thresholding Risk Estimate for the Model with Random Samples and Correlated Noise
by: Oleg Shestakov
Published: (2020-03-01)

SOME CLASSES OF MODIFIED RATIO TYPE ESTIMATORS IN SAMPLE SURVEYS
by: A. K. P. C. Swain, et al.
Published: (2015-03-01)

POPULATION VARIANCE ESTIMATION USING FACTOR TYPE IMPUTATION METHOD
by: RANJITA PANDEY, et al.
Published: (2017-09-01)

Estimation of number and density, and random distribution testing of important plant species in Ban Pong Forest, Sansai District, Chiang Mai Province, Thailand using T-Square sampling
by: Phahol Sakkatat
Published: (2007-01-01)

Estimation of finite population mean using two auxiliary variables under stratified random sampling
by: Rohini Yadav, et al.
Published: (2020-03-01)

Quaternion Filtering Based on Quaternion Involutions and its Application in Signal Processing
by: Gang Wang, et al.
Published: (2019-01-01)

An improved generalized class of estimators for population variance using auxiliary variables
by: Nitesh K. Adichwal, et al.
Published: (2018-01-01)

Exponential Synchronization of Two Complex Dynamical Networks of Random Disturbance with Both Mixed Coupled and Time-Varying Delay by Pinning Control
by: Xuefei Wu
Published: (2015-10-01)

Novel Modeling and Filtering for Stochastic Switched Systems With Heterogeneous Behaviors
by: Wei Wang, et al.
Published: (2020-01-01)

Random number datasets generated from statistical analysis of randomly sampled GSM recharge cards
by: Hilary I. Okagbue, et al.
Published: (2017-02-01)