Solving the random diffusion model in an infinite medium: A mean square approach
[EN] 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 oper...
| Autores: | , , , |
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| Tipo de documento: | artigo |
| Data de publicação: | 2014 |
| País: | España |
| Recursos: | Universitat Politècnica de València (UPV) |
| Repositório: | RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia |
| Idioma: | inglês |
| OAI Identifier: | oai:riunet.upv.es:10251/60181 |
| Acesso em linha: | https://riunet.upv.es/handle/10251/60181 |
| Access Level: | Acceso aberto |
| Palavra-chave: | Random diffusion Mean square approach Infinite medium Analytic-Numerical solution Random Fourier transform MATEMATICA APLICADA |
| Resumo: | [EN] 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. |
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