PROBABILISTIC SOLUTION OF RANDOM AUTONOMOUS FIRST-ORDER LINEAR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

被引：0

作者：

Cortes, J-C ^{[1
]}

Navarro-Quiles, A. ^{[1
]}

Romero, J-V ^{[1
]}

Rosello, M-D ^{[1
]}

机构：

[1] Univ Politecn Valencia, Inst Univ Matemat Multidisciplinar, Bldg 8G,Access C,2nd Floor,Camino Vera S-N, E-46022 Valencia, Spain

来源：

ROMANIAN REPORTS IN PHYSICS | 2016年 / 68卷 / 04期

关键词：

Random autonomous first-order linear systems of ordinary differential equations; random variable transformation method; first probability density function;

D O I：

暂无

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

In this paper, the first probability density function of the solution stochastic process to random autonomous first-order linear systems of ordinary differential equations is determinated. It is done under the general hypothesis that all coefficients and initial conditions are absolutely continuous random variables with an arbitrary joint probability density function. The theoretical results are illustrated for planar systems. A probabilistic interpretation of phase portrait is given.

引用

页码：1397 / 1406

页数：10

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