METHOD OF MOMENTS FOR LINEAR RANDOM BOUNDARY-VALUE PROBLEMS

被引：7

作者：

LAX, MD ^{[1
]}

机构：

[1] SO ILLINOIS UNIV,DEPT MATH,CARBONDALE,IL 62901

来源：

SIAM JOURNAL ON APPLIED MATHEMATICS | 1976年 / 31卷 / 01期

关键词：

PROBABILITY - Random Processes;

D O I：

10.1137/0131007

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The method of moments iterative approach is applied to find the mean and autocorrelation of the solution to a random boundary value problem of the form Y**(**r**) plus Q//1(t)Y**(**r**/**2**) plus Q//2(t)Y**(**r**/**2** minus **1**) plus . . . plus Q//r/////2// plus //1(t)Y equals F(t), Y(0) equals Y prime (0) equals . . . equals Y**(**r**/**2** minus **1**)(0) equals 0, Y(1) equals Y prime (1) equals . . . equals Y**(**r**/**2** minus **1**)(1) equals 0, where r is even and Q//1,. . . , Q//r/////2// plus //1, F belong to a class of sstochastic processes defined here as ″discretizable processes″ . Examples are given to illustrate the practical application of the theory for a second order random differential equation.

引用

页码：62 / 83

页数：22