Probabilistic analysis of a class of impulsive linear random differential equations via density functions

[EN] An important class of non-homogeneous first-order linear random differential equations subject to an infinite sequence of square impulses with random intensity is studied. In applications, these equations are useful to model the dynamics of a population with periodic harvesting and migration un...

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Autores: Cortés, J.-C.|||0000-0002-6528-2155, Villanueva Micó, Rafael Jacinto|||0000-0002-0131-0532, Delgadillo-Aleman, Sandra E., Ku-Carrillo, Roberto A.
Tipo de recurso: artículo
Fecha de publicación:2021
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:10251/181027
Acceso en línea:https://riunet.upv.es/handle/10251/181027
Access Level:acceso abierto
Palabra clave:Random differential equations
Probability density function
Stochastic periodic jumps
Probabilistic stability
MATEMATICA APLICADA
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spelling Probabilistic analysis of a class of impulsive linear random differential equations via density functionsCortés, J.-C.|||0000-0002-6528-2155Villanueva Micó, Rafael Jacinto|||0000-0002-0131-0532Delgadillo-Aleman, Sandra E.Ku-Carrillo, Roberto A.Random differential equationsProbability density functionStochastic periodic jumpsProbabilistic stabilityMATEMATICA APLICADA[EN] An important class of non-homogeneous first-order linear random differential equations subject to an infinite sequence of square impulses with random intensity is studied. In applications, these equations are useful to model the dynamics of a population with periodic harvesting and migration under uncertainties. The solution is explicitly obtained via the first probability density function assuming an arbitrary joint density for all model parameters. Probabilistic stability analysis is carried out through the densities of the random sequences of minima and maxima. All the theoretical results are fully illustrated through two numerical examples. (C) 2021 Elsevier Ltd. All rights reserved.Spanish Agencia Estatal de Investigacion grant PID2020-115270GB-I00 and Mexican Council of Science and Technology (CONACYT) program "Apoyos complementarios para estancias sabaticas vinculadas a la consolidacion de grupo de investigacion" and the Universidad Autonoma de Aguascalientes, Spain, PIM21-5, PIM21-7.ElsevierFacultad de Administración y Dirección de EmpresasDepartamento de Matemática AplicadaInstituto Universitario de Matemática MultidisciplinarAGENCIA ESTATAL DE INVESTIGACIONUniversidad Autónoma de AguascalientesRepositorio Institucional de la Universitat Politècnica de València Riunet20212021-11-01journal articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfapplication/pdfhttps://riunet.upv.es/handle/10251/181027reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valénciainstname:Universitat Politècnica de València (UPV)InglésengUAA UAA PIM21-5UAA UAA PIM21-7Agencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 PID2020-115270GB-I00 ECUACIONES DIFERENCIALES ALEATORIAS. CUANTIFICACION DE LA INCERTIDUMBRE Y APLICACIONESopen accesshttp://purl.org/coar/access_right/c_abf2Reserva de todos los derechoshttp://rightsstatements.org/vocab/InC/1.0/info:eu-repo/semantics/openAccessoai:riunet.upv.es:10251/1810272026-06-13T07:49:27Z
dc.title.none.fl_str_mv Probabilistic analysis of a class of impulsive linear random differential equations via density functions
title Probabilistic analysis of a class of impulsive linear random differential equations via density functions
spellingShingle Probabilistic analysis of a class of impulsive linear random differential equations via density functions
Cortés, J.-C.|||0000-0002-6528-2155
Random differential equations
Probability density function
Stochastic periodic jumps
Probabilistic stability
MATEMATICA APLICADA
title_short Probabilistic analysis of a class of impulsive linear random differential equations via density functions
title_full Probabilistic analysis of a class of impulsive linear random differential equations via density functions
title_fullStr Probabilistic analysis of a class of impulsive linear random differential equations via density functions
title_full_unstemmed Probabilistic analysis of a class of impulsive linear random differential equations via density functions
title_sort Probabilistic analysis of a class of impulsive linear random differential equations via density functions
dc.creator.none.fl_str_mv Cortés, J.-C.|||0000-0002-6528-2155
Villanueva Micó, Rafael Jacinto|||0000-0002-0131-0532
Delgadillo-Aleman, Sandra E.
Ku-Carrillo, Roberto A.
author Cortés, J.-C.|||0000-0002-6528-2155
author_facet Cortés, J.-C.|||0000-0002-6528-2155
Villanueva Micó, Rafael Jacinto|||0000-0002-0131-0532
Delgadillo-Aleman, Sandra E.
Ku-Carrillo, Roberto A.
author_role author
author2 Villanueva Micó, Rafael Jacinto|||0000-0002-0131-0532
Delgadillo-Aleman, Sandra E.
Ku-Carrillo, Roberto A.
author2_role author
author
author
dc.contributor.none.fl_str_mv Facultad de Administración y Dirección de Empresas
Departamento de Matemática Aplicada
Instituto Universitario de Matemática Multidisciplinar
AGENCIA ESTATAL DE INVESTIGACION
Universidad Autónoma de Aguascalientes
Repositorio Institucional de la Universitat Politècnica de València Riunet
dc.subject.none.fl_str_mv Random differential equations
Probability density function
Stochastic periodic jumps
Probabilistic stability
MATEMATICA APLICADA
topic Random differential equations
Probability density function
Stochastic periodic jumps
Probabilistic stability
MATEMATICA APLICADA
description [EN] An important class of non-homogeneous first-order linear random differential equations subject to an infinite sequence of square impulses with random intensity is studied. In applications, these equations are useful to model the dynamics of a population with periodic harvesting and migration under uncertainties. The solution is explicitly obtained via the first probability density function assuming an arbitrary joint density for all model parameters. Probabilistic stability analysis is carried out through the densities of the random sequences of minima and maxima. All the theoretical results are fully illustrated through two numerical examples. (C) 2021 Elsevier Ltd. All rights reserved.
publishDate 2021
dc.date.none.fl_str_mv 2021
2021-11-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://riunet.upv.es/handle/10251/181027
url https://riunet.upv.es/handle/10251/181027
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv UAA UAA PIM21-5
UAA UAA PIM21-7
Agencia Estatal de Investigación http://dx.doi.org/10.13039/501100011033 PID2020-115270GB-I00 ECUACIONES DIFERENCIALES ALEATORIAS. CUANTIFICACION DE LA INCERTIDUMBRE Y APLICACIONES
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reserva de todos los derechos
http://rightsstatements.org/vocab/InC/1.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reserva de todos los derechos
http://rightsstatements.org/vocab/InC/1.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname:Universitat Politècnica de València (UPV)
instname_str Universitat Politècnica de València (UPV)
reponame_str RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
collection RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15.300719

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