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math.PR2019

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…

math.PR2019

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…

math.PR2019

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…

math.PR2018

On the approximation of the probability density function of the randomized heat equation

J. Calatayud, J. -C. Cortes, M. Jornet

In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is t…

math.PR2018

On the approximation of the probability density function of the randomized non-autonomous complete linear differential equation

J. Catatayud, J. -C. Cortes, M. Jornet

In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed t…