ABOUT SECOND MIXED MOMENT FUNCTIONS FOR SOLUTION OF DIFFUSION EQUATION WITH RANDOM COEFFICIENTS
Authors:
Type:
Article
Pages:
from 83
to 86
Status:
Published
Received:
29.08.2014
Accepted:
03.10.2014
Published:
03.10.2014
Language:
Russian
Keywords:
diffusion equation, random process, moment function, variational derivative
Abstract (English):
Cauchy problem for two-dimensional differential equation of second order is considered. Coefficients of the equation are random processes, which don’t depend on random initial condition. We obtain formula for the second mixed moment function for the solution of considered problem in general case and in the case of independent random coefficients also.
Cauchy problem for two-dimensional differential equation of second order is considered. Coefficients of the equation are random processes, which don’t depend on random initial condition. We obtain formula for the second mixed moment function for the solution of considered problem in general case and in the case of independent random coefficients also.
Keywords:
diffusion equation, random process, moment function, variational derivative
diffusion equation, random process, moment function, variational derivative
Рассматривается задача Коши для линейного дифференциального уравнения второго порядка со случайными коэффициентами.
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2. Dubrovskiy I.O. O matematicheskom ozhidanii resheniya dvumernogo uravneniya diffuzii/ I.O. Dubrovskiy, V.G. Zadorozhniy. Aktual´nye problemy prikladnoy matematiki, informatiki i mekhaniki: sb. nauch. tr. - Voronezh, 2009. - S. 174-177.
