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Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva, 2016, Volume 18, Number 2, Pages 125–133
(Mi svmo601)
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This article is cited in 3 scientific papers (total in 3 papers)
Mathematical modeling and computer science
Simulation of nonstationary random processes kinetic equations with fractional derivatives.
D. A. Zenyuk, L. V. Klochkova, Yu. N. Orlov Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, Moscow
Abstract:
In this paper we construct a method of simulation of nonstationary random processes by kinetic
equations with fractional derivatives. Paper discusses the kinetic equation of fractional order with respect to
the sample quantiles of the distribution function for modeling the evolution of the random variables.
A model is proposed to describe the evolution of the pollution of the metropolis, when the source of impurities is random.
Keywords:
fractional equation advection-diffusion, Riemann-Liouville derivative, Gerasimov-Caputo derivative,
sample quantiles, sample distribution function.
Citation:
D. A. Zenyuk, L. V. Klochkova, Yu. N. Orlov, “Simulation of nonstationary random processes kinetic equations with fractional derivatives.”, Zhurnal SVMO, 18:2 (2016), 125–133
Linking options:
https://www.mathnet.ru/eng/svmo601 https://www.mathnet.ru/eng/svmo/v18/i2/p125
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Abstract page: | 205 | Full-text PDF : | 60 | References: | 41 |
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