Simulation of nonstationary random processes kinetic equations with fractional derivatives.

D. A. Zenyuk ; L. V. Klochkova ; Yu. N. Orlov

Žurnal Srednevolžskogo matematičeskogo obŝestva, Tome 18 (2016) no. 2, pp. 125-133.

Résumé

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.

Détail

Mots-clés : fractional equation advection-diffusion
Keywords: Riemann-Liouville derivative, Gerasimov-Caputo derivative, sample quantiles, sample distribution function.

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