A random Laplace transform method for solving random mixed parabolic differential problems

[EN] This paper deals with the explicit solution of random mixed parabolic equations in unbounded domains by using the random Laplace transform to second order stochastic processes. The mean square random Laplace operational calculus is stated and its application to the random parabolic equation tog...

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Detalhes bibliográficos
Autores: M.-C. Casabán|||0000-0002-5708-5709, Cortés, J.-C.|||0000-0002-6528-2155, Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249
Formato: artículo
Fecha de publicación:2015
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:10251/63772
Acesso em linha:https://riunet.upv.es/handle/10251/63772
Access Level:acceso abierto
Palavra-chave:Random mixed parabolic equations
Random Laplace transform
Mean square and mean fourth random calculus
MATEMATICA APLICADA
Descrição
Resumo:[EN] This paper deals with the explicit solution of random mixed parabolic equations in unbounded domains by using the random Laplace transform to second order stochastic processes. The mean square random Laplace operational calculus is stated and its application to the random parabolic equation together with previous results of the underlying random ordinary differential equations allow us to obtain an explicit solution of the problem. A numerical example, which includes simulations, illustrates the developed method.