2 papers
math-ph2018
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…
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…