10 citations · 15 across the 4 of their papers we have counts for
4 papers
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…
Approximation of the probability density function of the randomized heat equation with non-homogeneous boundary conditions
J. Calatayud, J. C. Cortés, M. Jornet
This paper deals with the randomized heat equation defined on a general bounded interval and with non-homogeneous boundary conditions. The solution is a stochastic proc…
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…
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…