In this paper, we propose an integral transform method for the numerical solution of random mean square parabolic models, that makes manageable the computational complexity due to the storage of intermediate information when one applies iterative methods. By applying the random Laplace transform method combined with the use of Monte Carlo and numerical integration of the Laplace transform inversion, an easy expression of the approximating stochastic process allows the manageable computation of the statistical moments of the approximation.

中文翻译：

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具有有限随机度的抛物线模型的非高斯积分积分变换解

在本文中，我们为随机均方抛物线模型的数值解决方案提出了一种积分变换方法，这种方法可以解决由于采用迭代方法而存储中间信息而导致的计算复杂性。通过应用随机拉普拉斯变换方法，结合使用蒙特卡洛和拉普拉斯变换反演的数值积分，可以轻松地表达近似随机过程，从而可以对近似统计矩进行可管理的计算。