Solving the random diffusion model in an infinite medium: A mean square approach |
| |
| Authors: | M-C Casabán R Company J-C Cortés L Jódar |
| |
| Institution: | Instituto Universitario de Matemática Multidisciplinar, Universitat Politècnica de València, Building 8G Access C 2nd floor, Camino de Vera s/n, 46022 Valencia, Spain |
| |
| Abstract: | This paper deals with the construction of an analytic-numerical mean square solution of the random diffusion model in an infinite medium. The well-known Fourier transform method, which is used to solve this problem in the deterministic case, is extended to the random framework. Mean square operational rules to the Fourier transform of a stochastic process are developed and stated. The main statistical moments of the stochastic process solution are also computed. Finally, some illustrative numerical examples are included. |
| |
| Keywords: | Random diffusion Mean square approach Infinite medium Analytic-numerical solution Random Fourier transform |
| 本文献已被 ScienceDirect 等数据库收录！ |
