Do the generalized polynomial chaos and Frobenius methods retain the statistical moments of random differential equations?

DOI10.1016/j.aml.2012.12.013zbMath1266.60102OpenAlexW2042445272MaRDI QIDQ1941227

Benito M. Chen-Charpentier, José Vicente Romero, Juan-Carlos Cortés, M. D. Roselló

Publication date: 12 March 2013

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2012.12.013

zbMATH Keywords

random differential equationsgeneralized polynomial chaosstatistical momentsrandom Frobenius method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Numerical solutions to stochastic differential and integral equations (65C30)

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