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Integral transform solution of random coupled parabolic partial differential models
Author(s) -
Consuelo Casabán María,
Company Rafael,
Egorova Vera N.,
Jódar Lucas
Publication year - 2020
Publication title -
mathematical methods in the applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.719
H-Index - 65
eISSN - 1099-1476
pISSN - 0170-4214
DOI - 10.1002/mma.6492
Subject(s) - mathematics , fourier transform , mathematical analysis , random field , partial differential equation , gaussian , stochastic process , integral transform , gaussian process , random function , statistics , physics , quantum mechanics
Random coupled parabolic partial differential models are solved numerically using random cosine Fourier transform together with non‐Gaussian random numerical integration that captures the highly oscillatory behaviour of the involved integrands. Sufficient condition of spectral type imposed on the random matrices of the system is given so that the approximated stochastic process solution and its statistical moments are numerically convergent. Numerical experiments illustrate the results.