Two-point boundary value problems containing a finite number of random variables |
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| Authors: | Ning-Mao Xia William E Boyce Marian R Barry |
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| Institution: | 1. East China Institute of Chemical Technology , Shanghai, China;2. Rensselaer Polytechnic Institute , Troy, New York, 12181;3. Calvin College , Grand Rapids, Michigan, 49506 |
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| Abstract: | This paper concerns linear and nonlinear nth order boundary value problems that contain a finite number of random variables in the boundary conditions or in the differential equation. The results extend methods previously known for corresponding initial value problems. Numerically implementable procedures are given for the determination of the joint density of the solution at an arbitrary point. The possible use of Liouvilleapos;s equation to reduce a random boundary value problem to a random initial value problem is also indicated. |
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