Computational methods to solve random ODEs

Computational methods to solve random ODEs

Monday, July 9th, 2018
11:00-12:00, WASTE4THINK Room at DeustoTech

Ana Navarro
DeustoTech, Bilbao, Basque Country, Spain

Abstract:
Ordinary differential equations are demonstrated to be key tools to model interesting problems in different areas, such as in Physics with the motion equation of the linear oscillator or in Epidemiology in order to study the spread of a disease. In practice, these models depend upon a certain parameters that are usually fixed by experimental data; therefore there exist a measurement error. In addition, there are other random external factors that can affect to the system. This situation make more advisable to consider input parameters as random variables or stochastic processes rather than deterministic constants or functions.
The main objective of these talk is to present different methods to solve initial value problems based on ODEs with uncertainty in its formulation. Several examples will be established to show the capability of these computational methods.