Linear random boundary value problems containing weakly correlated forcing functions
This paper concerns linear random boundary value problems that contain random variables In the boundary conditions and weakly correlated processes in the differential equations. When the correlation length ϵ is small the structure of the solution is pointed out, and the formulas for the density func...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
1986-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171286000625 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1850215885193609216 |
|---|---|
| author | Ning-Mao Xia |
| author_facet | Ning-Mao Xia |
| author_sort | Ning-Mao Xia |
| collection | DOAJ |
| description | This paper concerns linear random boundary value problems that contain random variables In the boundary conditions and weakly correlated processes in the differential equations. When the correlation length ϵ is small the structure of the solution is pointed out, and the formulas for the density function of the solutions are derived. The discussion is given in terms of second order equations, but extensions to higher order problems are readily apparent. |
| format | Article |
| id | doaj-art-8241775be4f744a5bf427ac2da1dc5fb |
| institution | OA Journals |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 1986-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-8241775be4f744a5bf427ac2da1dc5fb2025-08-20T02:08:28ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251986-01-019349751610.1155/S0161171286000625Linear random boundary value problems containing weakly correlated forcing functionsNing-Mao Xia0East China Institute of Chemical Technology, Shanghai, ChinaThis paper concerns linear random boundary value problems that contain random variables In the boundary conditions and weakly correlated processes in the differential equations. When the correlation length ϵ is small the structure of the solution is pointed out, and the formulas for the density function of the solutions are derived. The discussion is given in terms of second order equations, but extensions to higher order problems are readily apparent.http://dx.doi.org/10.1155/S0161171286000625random boundary value problemsdifferential equationsstochastic differential equationsdensity functionsasymptotic approximations. |
| spellingShingle | Ning-Mao Xia Linear random boundary value problems containing weakly correlated forcing functions International Journal of Mathematics and Mathematical Sciences random boundary value problems differential equations stochastic differential equations density functions asymptotic approximations. |
| title | Linear random boundary value problems containing weakly correlated forcing functions |
| title_full | Linear random boundary value problems containing weakly correlated forcing functions |
| title_fullStr | Linear random boundary value problems containing weakly correlated forcing functions |
| title_full_unstemmed | Linear random boundary value problems containing weakly correlated forcing functions |
| title_short | Linear random boundary value problems containing weakly correlated forcing functions |
| title_sort | linear random boundary value problems containing weakly correlated forcing functions |
| topic | random boundary value problems differential equations stochastic differential equations density functions asymptotic approximations. |
| url | http://dx.doi.org/10.1155/S0161171286000625 |
| work_keys_str_mv | AT ningmaoxia linearrandomboundaryvalueproblemscontainingweaklycorrelatedforcingfunctions |