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math.NA2020
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…
math.NA2018
Improving the approximation of the first and second order statistics of the response process to the random Legendre differential equation
J. Calatayud, J. -C. Cortés, M. Jornet
In this paper, we deal with uncertainty quantification for the random Legendre differential equation, with input coefficient and initial conditions and . In a previo…