Diffusion Equation and Stochastic Processes.
نویسنده
چکیده
منابع مشابه
Numerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملA Statistical Study of two Diffusion Processes on Torus and Their Applications
Diffusion Processes such as Brownian motions and Ornstein-Uhlenbeck processes are the classes of stochastic processes that have been investigated by researchers in various disciplines including biological sciences. It is usually assumed that the outcomes of these processes are laid on the Euclidean spaces. However, some data in physical, chemical and biological phenomena indicate that they cann...
متن کاملApproximation of stochastic advection diffusion equations with finite difference scheme
In this paper, a high-order and conditionally stable stochastic difference scheme is proposed for the numerical solution of $rm Ithat{o}$ stochastic advection diffusion equation with one dimensional white noise process. We applied a finite difference approximation of fourth-order for discretizing space spatial derivative of this equation. The main properties of deterministic difference schemes,...
متن کاملStochastic averaging for SDEs with Hopf Drift and polynomial diffusion coefficients
It is known that a stochastic differential equation (SDE) induces two probabilistic objects, namely a difusion process and a stochastic flow. While the diffusion process is determined by the innitesimal mean and variance given by the coefficients of the SDE, this is not the case for the stochastic flow induced by the SDE. In order to characterize the stochastic flow uniquely the innitesimal cov...
متن کاملFeedback control of surface roughness in sputtering processes using the stochastic Kuramoto-Sivashinsky equation
This work focuses on control of surface roughness in sputtering processes including two surface micro-processes, diffusion and erosion. The fluctuation of surface height of such sputtering processes can be described by the stochastic Kuramoto–Sivashinsky equation (KSE), a fourth-order stochastic partial differential equation (PDE). Specifically, we consider sputtering processes, including surfa...
متن کاملGeneralized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion
The Master Equation approach to model anomalous diffusion is considered. Anomalous diffusion in complex media can be described as the result of a superposition mechanism reflecting inhomogeneity and nonstationarity properties of the medium. For instance, when this superposition is applied to the time-fractional diffusion process, the resulting Master Equation emerges to be the governing equatio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 35 7 شماره
صفحات -
تاریخ انتشار 1949