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2006

Statistical Analysis of Linear Random Differential Equation

13 years 5 months ago
Statistical Analysis of Linear Random Differential Equation
In this paper, a new method is proposed in order to evaluate the stochastic solution of linear random differential equation. The method is based on the combination of the probabilistic method for a single random variable and the numerical methods (e.g. finite difference, finite element, Runge-Kutta, etc...). The transformation technique evaluates the probability density function (PDF) of the solution by multiplying the PDF of the random variable by the Jacobean of the inverse function. Key words: Transformation method, numerical methods, random variable, random differential equation.
Seifedine Kadry
Added 30 Oct 2010
Updated 30 Oct 2010
Type Conference
Year 2006
Where CSC
Authors Seifedine Kadry
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