Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points
, , y
23 jun 2017
Acerca de este artículo
Publicado en línea: 23 jun 2017
Páginas: 213 - 224
Recibido: 22 feb 2017
Aceptado: 23 jun 2017
DOI: https://doi.org/10.21042/AMNS.2017.1.00018
Palabras clave
© 2017 J.-C. Cortés, A. Navarro-Quiles, J.-V. Romero, M.-D. Roselló, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
Fig. 1

Fig. 2
![Top: Plots of the mean, μW(u), and plus/minus the standard deviation, σW(u), of the solution SP, W (u), to IVP (4) in Cases I–III at different values of u ε [1,10]. Bottom: Plots of the mean, μV(s), and plus/minus the standard deviation, σV(s), of the solution SP, V (s), to IVP (17) in Cases I–III at different values of s ε [0.05,0.5].](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/64709e2571e4585e08aa17e8/j_AMNS.2017.1.00018_fig_002.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=AKIA6AP2G7AKOUXAVR44%2F20251005%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20251005T192242Z&X-Amz-Expires=3600&X-Amz-Signature=2821477321da30a304164ba27d330569cdd724d4d59950ed82d7c70e7ef600fd&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)
Fig. 3
![Covariance function given by (3) in the Case I to both problems, IVP (4) (left) and IVP (17) (right) for the values of u1,u2 ε [1,3] and s1,s2 ε [0.05,0.5].](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/64709e2571e4585e08aa17e8/j_AMNS.2017.1.00018_fig_003.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=AKIA6AP2G7AKOUXAVR44%2F20251005%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20251005T192242Z&X-Amz-Expires=3600&X-Amz-Signature=6ec861ba2ba0176efe7ae87e075e7bdf9dcc716e9681b73e2c74320ae95632a5&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)
Columns p1 and p2 = 1 − p1 collect the values of the probabilities given by (25) corresponding to Cases I–III, when Ji ~ N(μi,Σ), being μi and Σ specified in (24)_ Values of ps represent the probabilities associated with asymptotic stability according to (26)_
Cases | |||
---|---|---|---|
I | 0.978524 | 0.021476 | 0.966055 |
II | 0.530394 | 0.469606 | 0.966054 |
III | 0.045171 | 0.954829 | 0.999866 |