Abstract
AbstractBoundary value problems for a class of ordinary differential operators with random coefficients are investigated. The random influences to the differential operators and the inhomogeneous terms are modelled by the class of weakly correlated processes. Using a perturbation method the random solutions can be represented as integral functionals of weakly correlated processes. It is possible to find approximations for the moment functions of the solutions by means of expansions in powers of the correlation length e of the input processes. Especially asymptotic expansions for second‐order moments of the solutions are presented. The results determined analytically are compared with Monte‐Carlo simulations.
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More From: ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik
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