Mean square solution of Bessel differential equation with uncertainties

[EN] 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 Lp-random calculus and assuming moment conditions on the random variables in the equation, a mean square con...

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Detalles Bibliográficos
Autores: Cortés, J.-C.|||0000-0002-6528-2155, Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249, Villafuerte, Laura
Tipo de recurso: artículo
Fecha de publicación:2017
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/105852
Acceso en línea:https://riunet.upv.es/handle/10251/105852
Access Level:acceso abierto
Palabra clave:Random differential equation
Lp-random calculus
Bessel differential equation
MATEMATICA APLICADA
Descripción
Sumario:[EN] 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 Lp-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.