A Sampling and Transformation Approach to Solving Random Differential Equations

This research explores an innovative sampling method used to conduct uncertainty analysis on a system with one random input. Given the distribution of the random input, X, we seek to find the distribution of the output random variable Y. When the functional form of the transformation Y=g(X) is not e...

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Bibliographische Detailangaben
1. Verfasser:	Erich, Roger A
Format:	Report
Sprache:	eng
Schlagworte:	DIFFERENTIAL EQUATIONS MONTE CARLO METHOD Numerical Mathematics ORDINARY DIFFERENTIAL EQUATIONS POLYNOMIAL CHAOS PROBABILITY DENSITY FUNCTIONS RANDOM DIFFERENTIAL EQUATIONS RANDOM VARIABLES SAMPLING SOLUTIONS(GENERAL) Statistics and Probability STOCHASTIC PROJECTION Theoretical Mathematics THESES TRANSFORMATIONS(MATHEMATICS) UNCERTAINTY UNIFORM SAMPLING METHOD
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