Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme

Author:

Calatayud J.,Cortés J.-C.,Díaz J.A.,Jornet M.

Funder

Ministerio de Economía y Competitividad

Universitat Politècnica de València

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics,Numerical Analysis

Reference40 articles.

1. Convection Heat Transfer;Bejan,2013

2. Nonnegative Matrices in the Mathematical Sciences;Berman,1994

3. Probability and Measure;Billingsley,1995

4. The damped pendulum random differential equation: a comprehensive stochastic analysis via the computation of the probability density function;Calatayud;Physica A Stat. Mech. Appl.,2018

5. Solving random ordinary and partial differential equations through the probability density function: theory and computing with applications;Calatayud,2019

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