A stochastic approach to the diffusion equation

Raul Mihail , Liviu Ionită, Sorin Straja
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引用次数: 3

Abstract

Taking into account the wind speed perturbations from the deterministic equation of conservation of the molecular species of the pollutant we obtained the corresponding stochastic differential equation. Because there is no mathematical reason to discriminate between its Ito and Stratonovich interpretations, we retained, on physical grounds, the Stratonovich interpretation and we derived the equation of the expected value of the pollutant concentration.

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扩散方程的随机方法
从污染物分子种类守恒的确定性方程中考虑风速扰动,得到了相应的随机微分方程。因为没有数学上的理由来区分伊藤和斯特拉诺维奇的解释,我们保留了斯特拉诺维奇的解释,基于物理上的理由,我们推导出了污染物浓度期望值的方程。
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