Extreme Analysis of a Random Ordinary Differential Equation
2014 ◽
Vol 51
(4)
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pp. 1021-1036
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Keyword(s):
In this paper we consider a one dimensional stochastic system described by an elliptic equation. A spatially varying random coefficient is introduced to account for uncertainty or imprecise measurements. We model the logarithm of this coefficient by a Gaussian process and provide asymptotic approximations of the tail probabilities of the derivative of the solution.
1997 ◽
Vol 40
(2)
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pp. 275-291
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1997 ◽
Vol 58
(3)
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pp. 395-408
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2007 ◽
Vol 147
(1)
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pp. 6470-6482
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1969 ◽
Vol 65
(1)
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pp. 233-261
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2012 ◽
Vol 17
(4)
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pp. 460-480
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2005 ◽
Vol 170
(3)
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pp. 231-238
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1995 ◽
Vol 24
(8)
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pp. 1149-1162
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2020 ◽
Vol 476
(2241)
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pp. 20200301