6533b837fe1ef96bd12a1d0b

RESEARCH PRODUCT

Solving fully randomized higher-order linear control differential equations: Application to study the dynamics of an oscillator

José Vicente RomeroMaría Dolores RosellóJuan Carlos CortésAna Navarro-quiles

subject

Differential equationDynamics (mechanics)Computational MechanicsRandom damped linear oscillatorsRandom control differential equationComputational MathematicsComputational Theory and MathematicsRandom variable transformation techniqueApplied mathematicsOrder (group theory)First probability density functionMATEMATICA APLICADALinear controlMathematics

description

[EN] In this work, we consider control problems represented by a linear differential equation assuming that all the coefficients are random variables and with an additive control that is a stochastic process. Specifically, we will work with controllable problems in which the initial condition and the final target are random variables. The probability density function of the solution and the control has been calculated. The theoretical results have been applied to study, from a probabilistic standpoint, a damped oscillator.

10.1002/cmm4.1163https://doi.org/10.1002/cmm4.1163