A LIMIT RESULT ASSOCIATED WITH CERTAIN RANDOM TWO-POINT BOUNDARY VALUE PROBLEMS

TitleA LIMIT RESULT ASSOCIATED WITH CERTAIN RANDOM TWO-POINT BOUNDARY VALUE PROBLEMS
Publication TypeJournal Article
Year of Publication2018
AuthorsYIN G., ZHAO G.
JournalDynamic Systems and Applications
Volume27
Issue1
Start Page31
Pagination14
Date Published01/2018
ISSN1056-2176
AMS Subject Classification34B99, 60F05, 60J60
Abstract

A nonlinear differential equation with wide-band random noise and random boundary conditions is considered in this work. Our main effort is on obtaining a diffusion limit using weak convergence methods. The limit can be used as approximation to the original problem leading to reduction of computational complexity.
PDFhttps://acadsol.eu/dsa/articles/27/1/2.pdf
DOI10.12732/dsa.v27i1.2
Refereed DesignationRefereed