Soluções de Problemas envolvendo Equações Diferenciais Sujeitas a Incertezas
DOI:
https://doi.org/10.5540/tema.2011.012.02.0111Abstract
Este trabalho objetiva analisar, através de alguns exemplos, a influência de se considerar aleatoriedades na solução de equações diferenciais com dados e/ou parâmetros aleatórios. Um comparativo das médias das soluções das equações estocásticas com as soluções das equações determinísticas simplificadas, nas quais substituímos os parâmetros aleatórios por suas médias, é apresentado. Estes exemplos mostram que a média da solução, que normalmente é uma informação relevante em aplicações, pode ser qualitativamente diferente da aproximação obtida pela solução de uma equação diferencial determinística na qual substituímos os parâmetros aleatórios por suas médias.References
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