El método de Transformación de Variables Aleatorias para resolver ecuaciones diferenciales con incertidumbre
A. Navarro Quiles
Las ecuaciones diferenciales son herramientas útiles para modelizar numerosos fenómenos de interés en diversas disciplinas. Estos modelos suelen depender de parámetros, como los coeficientes o las condiciones iniciales. Estas magnitudes se obtienen realmente mediante experimentos, por lo que contienen errores de medición. Además, existen factores externos aleatorios que pueden afectar al sistema bajo estudio. Todo esto, hace aconsejable considerar estos valores como variables aleatorias o procesos estocásticos en lugar de constantes o funciones deterministas. El objetivo principal de esta charla es mostrar la capacidad del método de Transformación de Variables Aleatorias para resolver, desde un punto de vista probabilístico, ecuaciones diferenciales con incertidumbre. A partir de esta técnica obtenemos la primera función de densidad de probabilidad del proceso estocástico de solución en problemas particulares. Incluimos algunos ejemplos numéricos, así como aplicaciones a datos reales.
Keywords: método de Transformación de Variables Aleatorias, primera función de densidad probabilidad, incertidumbre, ecuaciones diferenciales aleatorias
Scheduled
Stochastic processes
June 9, 2022 10:10 AM
A11
Other papers in the same session
J. E. Fernández Díaz
J. E. Ruiz Castro, C. J. Acal González, M. Dawabsha
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