Quarterly of Applied Mathematics

Quarterly of Applied Mathematics

Online ISSN 1552-4485; Print ISSN 0033-569X



The approach to normality of the solutions of random boundary and eigenvalue problems with weakly correlated coefficients

Authors: William E. Boyce and Ning Mao Xia
Journal: Quart. Appl. Math. 40 (1983), 419-445
MSC: Primary 34F05; Secondary 34B25, 60H10
DOI: https://doi.org/10.1090/qam/693876
MathSciNet review: 693876
Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: A general class of linear self-adjoint random boundary value problems with weakly correlated coefficients is considered. The earlier result that the distribution function of the solution approaches the normal as the correlation length $ \epsilon $ tends to zero is generalized somewhat. Correction terms are derived that yield estimates for the distribution function when $ \epsilon $ is small but nonzero. The results are also applied to the eigenvalues and eigenfunctions of a corresponding class of random eigenvalue problems. The discussion is given in terms of second-order equations, but extensions to higher-order problems are readily apparent.

References [Enhancements On Off] (What's this?)

Similar Articles

Retrieve articles in Quarterly of Applied Mathematics with MSC: 34F05, 34B25, 60H10

Retrieve articles in all journals with MSC: 34F05, 34B25, 60H10

Additional Information

DOI: https://doi.org/10.1090/qam/693876
Article copyright: © Copyright 1983 American Mathematical Society

American Mathematical Society