Stochastic nonhomogeneous sturm liouville problems
β Scribed by William E. Boyce
- Publisher
- Elsevier Science
- Year
- 1966
- Tongue
- English
- Weight
- 436 KB
- Volume
- 282
- Category
- Article
- ISSN
- 0016-0032
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β¦ Synopsis
Nonhomogeneous boundary value problems of the Sturm-Liouville type having random forcing functions are considered. Estimates for the statistical moments of the response are found in the case that the forcing function is stationary and weakly correlated, thereby extending previous work having to do with stochastic initial value problems. The effect of an arbitrary parameter in the boundary conditions upon the second moment is studied in some detail in two typical problems.
π SIMILAR VOLUMES
We consider a Sturm -Liouville operator Lu = -(r(t)u ) +p(t)u, where r is a (strictly) positive continuous function on ]a, b[ and p is locally integrable on ]a, b[ . Let r 1 (t) = t a (1/r) ds and choose any c β ]a, b[ . We are interested in the eigenvalue problem Lu = Ξ»m(t)u, u(a) = u(b) = 0, and t