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...

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Autores: M.-C. Casabán|||0000-0002-5708-5709, Company Rossi, Rafael|||0000-0001-5217-1889, Cortés, J.-C.|||0000-0002-6528-2155, Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249
Tipo de recurso: artículo
Fecha de publicación:2014
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/60181
Acceso en línea:https://riunet.upv.es/handle/10251/60181
Access Level:acceso abierto
Palabra clave:Random diffusion
Mean square approach
Infinite medium
Analytic-Numerical solution
Random Fourier transform
MATEMATICA APLICADA
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spelling Solving the random diffusion model in an infinite medium: A mean square approachM.-C. Casabán|||0000-0002-5708-5709Company Rossi, Rafael|||0000-0001-5217-1889Cortés, J.-C.|||0000-0002-6528-2155Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249Random diffusionMean square approachInfinite mediumAnalytic-Numerical solutionRandom Fourier transformMATEMATICA APLICADA[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.This work has been partially supported by the Ministerio de Economia y Competitividad grant: DPI2010-20891-c0-01, and Universitat Politecnica de Valencia grant: PAID06-11-2070.ElsevierFacultad de Administración y Dirección de EmpresasDepartamento de Matemática AplicadaInstituto Universitario de Matemática MultidisciplinarEscuela Técnica Superior de Ingeniería de Caminos, Canales y PuertosEscuela Técnica Superior de Ingeniería Agronómica y del Medio NaturalUniversitat Politècnica de ValènciaMinisterio de Ciencia e InnovaciónRepositorio Institucional de la Universitat Politècnica de València Riunet20142014-12-15journal articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfapplication/pdfhttps://riunet.upv.es/handle/10251/60181reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valénciainstname:Universitat Politècnica de València (UPV)InglésengMinisterio de Ciencia e Innovación http://dx.doi.org/10.13039/501100004837 DPI2010-20891-C02-01 MODELIZACION Y METODOS NUMERICOS, ALEATORIOS Y DETERMINISTAS, PARA EL FILTRADO DE PARTICULAS DIESEL EN MOTORES DE COMBUSTION INTERNA SOBREALIMENTADOSUniversitat Politècnica de València https://doi.org/10.13039/501100004233 PAID-06-11-2070open accesshttp://purl.org/coar/access_right/c_abf2Reserva de todos los derechoshttp://rightsstatements.org/vocab/InC/1.0/info:eu-repo/semantics/openAccessoai:riunet.upv.es:10251/601812026-06-13T07:49:27Z
dc.title.none.fl_str_mv Solving the random diffusion model in an infinite medium: A mean square approach
title Solving the random diffusion model in an infinite medium: A mean square approach
spellingShingle Solving the random diffusion model in an infinite medium: A mean square approach
M.-C. Casabán|||0000-0002-5708-5709
Random diffusion
Mean square approach
Infinite medium
Analytic-Numerical solution
Random Fourier transform
MATEMATICA APLICADA
title_short Solving the random diffusion model in an infinite medium: A mean square approach
title_full Solving the random diffusion model in an infinite medium: A mean square approach
title_fullStr Solving the random diffusion model in an infinite medium: A mean square approach
title_full_unstemmed Solving the random diffusion model in an infinite medium: A mean square approach
title_sort Solving the random diffusion model in an infinite medium: A mean square approach
dc.creator.none.fl_str_mv M.-C. Casabán|||0000-0002-5708-5709
Company Rossi, Rafael|||0000-0001-5217-1889
Cortés, J.-C.|||0000-0002-6528-2155
Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249
author M.-C. Casabán|||0000-0002-5708-5709
author_facet M.-C. Casabán|||0000-0002-5708-5709
Company Rossi, Rafael|||0000-0001-5217-1889
Cortés, J.-C.|||0000-0002-6528-2155
Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249
author_role author
author2 Company Rossi, Rafael|||0000-0001-5217-1889
Cortés, J.-C.|||0000-0002-6528-2155
Jódar Sánchez, Lucas Antonio|||0000-0002-9672-6249
author2_role author
author
author
dc.contributor.none.fl_str_mv Facultad de Administración y Dirección de Empresas
Departamento de Matemática Aplicada
Instituto Universitario de Matemática Multidisciplinar
Escuela Técnica Superior de Ingeniería de Caminos, Canales y Puertos
Escuela Técnica Superior de Ingeniería Agronómica y del Medio Natural
Universitat Politècnica de València
Ministerio de Ciencia e Innovación
Repositorio Institucional de la Universitat Politècnica de València Riunet
dc.subject.none.fl_str_mv Random diffusion
Mean square approach
Infinite medium
Analytic-Numerical solution
Random Fourier transform
MATEMATICA APLICADA
topic Random diffusion
Mean square approach
Infinite medium
Analytic-Numerical solution
Random Fourier transform
MATEMATICA APLICADA
description [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.
publishDate 2014
dc.date.none.fl_str_mv 2014
2014-12-15
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://riunet.upv.es/handle/10251/60181
url https://riunet.upv.es/handle/10251/60181
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Ministerio de Ciencia e Innovación http://dx.doi.org/10.13039/501100004837 DPI2010-20891-C02-01 MODELIZACION Y METODOS NUMERICOS, ALEATORIOS Y DETERMINISTAS, PARA EL FILTRADO DE PARTICULAS DIESEL EN MOTORES DE COMBUSTION INTERNA SOBREALIMENTADOS
Universitat Politècnica de València https://doi.org/10.13039/501100004233 PAID-06-11-2070
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reserva de todos los derechos
http://rightsstatements.org/vocab/InC/1.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Reserva de todos los derechos
http://rightsstatements.org/vocab/InC/1.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Elsevier
publisher.none.fl_str_mv Elsevier
dc.source.none.fl_str_mv reponame:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
instname:Universitat Politècnica de València (UPV)
instname_str Universitat Politècnica de València (UPV)
reponame_str RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
collection RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300724

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