Solving a class of random non-autonomous linear fractional differential equations by means of a generalized mean square convergent power series
[EN] The aim of this paper is to solve a class of non-autonomous linear fractional differential equations with random inputs. A mean square convergent series solution is constructed in the case that the fractional order a of that Caputo derivative lies in ]0,1] using a random Frobenius approach. The...
| Autores: | , , , |
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| Formato: | artículo |
| Fecha de publicación: | 2018 |
| País: | España |
| Recursos: | Universitat Politècnica de València (UPV) |
| Repositorio: | RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
| Idioma: | inglés |
| OAI Identifier: | oai:riunet.upv.es:10251/120362 |
| Acesso em linha: | https://riunet.upv.es/handle/10251/120362 |
| Access Level: | acceso abierto |
| Palavra-chave: | Random fractional differential equations Random mean square calculus MATEMATICA APLICADA |
| Resumo: | [EN] The aim of this paper is to solve a class of non-autonomous linear fractional differential equations with random inputs. A mean square convergent series solution is constructed in the case that the fractional order a of that Caputo derivative lies in ]0,1] using a random Frobenius approach. The analysis is conducted by using the so-called mean square random calculus. The mean square convergence of the series solution is established assuming mild conditions on random inputs (diffusion coefficient and initial condition). We show that these conditions are satisfied for a variety of unbounded random variables. In addition, explicit expressions to approximate the mean, the variance and the covariance functions of the random series solution are given. Two full illustrative examples are shown. (C) 2017 Elsevier Ltd. All rights reserved. |
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