Session S17 - Stochastic Systems: Analysis, Numerics and Applications

Friday, July 16, 10:50 ~ 11:20 UTC-3

Mean square analysis of fractional linear differential equations

Laura Villafuerte Altuzar

University of Texas at Austin, United States   -   This email address is being protected from spambots. You need JavaScript enabled to view it.

We study an extension of a class of fractional linear differential equations (in the Caputo sense) to the random framework. The analysis is based on the mean square calculus. We construct a solution stochastic process, via a generalized power series, which is mean square convergent. We provide explicit approximations of the expectation and variance functions of the solution. To complete the random analysis and from this latter key information, we take advantage of the Principle of Maximum Entropy to calculate approximations of the first probability density function of the solution.

Joint work with Juan Carlos Cortés (Universidad Politécnica de Valencia) and Clara Burgos (Universidad Politécnica de Valencia).

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