5 papers
Stability Assessment of Stochastic Differential-Algebraic Systems via Lyapunov Exponents with an Application to Power Systems
Andrés González-Zumba, Pedro Fernández-de-Córdoba, Juan-Carlos Cortés +1
In this paper we discuss Stochastic Differential-Algebraic Equations (SDAEs) and the asymptotic stability assessment for such systems via Lyapunov exponents (LEs). We focus on inde…
Second order linear differential equations with analytic uncertainties: stochastic analysis via the computation of the probability density function
Marc Jornet, Julia Calatayud, Olivier P. Le Ma^itre +1
This paper concerns the analysis of random second order linear differential equations. Usually, solving these equations consists of computing the first statistics of the response p…
Analysis of random non-autonomous logistic-type differential equations via the Karhunen-Loève expansion and the Random Variable Transformation technique
J. -C. Cortés, A. Navarro-Quiles, J. -V. Romero +1
This paper deals with the study, from a probabilistic point of view, of logistic-type differential equations with uncertainties. We assume that the initial condition is a random va…
Solving the Random Pielou Logistic Equation with the Random Variable Transformation Technique: Theory and Applications
J. -C. Cortés, A. Navarro-Quiles, J. -V. Romero +1
The study of the dynamics of the size of a population via mathematical modelling is a problem of interest and widely studied. Traditionally, continuous deterministic methods based…
A probabilistic analysis of a Beverton-Holt type discrete model: Theoretical and computing analysis
J. -C. Cortés, A. Navarro-Quiles, J. -V. Romero +1
In this paper a randomized version of the Beverton-Holt type discrete model is proposed. Its solution stochastic process and the random steady state are determined. Its first proba…