Mean-field models in the theory of random media. III
Teoretičeskaâ i matematičeskaâ fizika, Tome 87 (1991) no. 2, pp. 254-273 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

In the mean-field (nonlocal) diffusion approximation, when the Laplacian $\Delta$ on the lattice $\mathbf Z^d$ is replaced by the corresponding operator $\overline\Delta_V$ in a volume $V\subset\mathbf Z^d$ $(|V|\to\infty)$ [1, 2], a study is made of the $t\to\infty$ asymptotics of the statistical moments (moment functions) $m_p=m_p(\mathbf x_1,\dots,\mathbf x_p, t)=\langle\psi(\mathbf x_1,t,\omega)\dots\psi(\mathbf x_p,t,\omega)\rangle$, $p=1,2,\dots,$ for the evolution equation $\partial\psi/\partial t=\varkappa\Delta_V\psi+\xi\psi$ with nonstationary random potential $\xi=\xi(\mathbf x,t,\omega)$. The case when $\xi$ represents Gaussian white noise (with respect to $t$) is considered in the paper. At the same time, the evolution equation in such a medium is understood in the sense of It$\operatorname{\hat o}$. In space, the potential $\xi$ is assumed either to be localized, $\xi(\mathbf x,t,\omega)=\delta(\mathbf x_0,\mathbf x)\xi(\mathbf x_0,t,\omega)$, or homogeneous, namely, $\delta$-correlated with respect to $\mathbf x$. Under these conditions, the exponent $\gamma_p=\displaystyle\lim_{t\to\infty}t^{-1}\ln m_p$ is calculated.
@article{TMF_1991_87_2_a7,
     author = {L. V. Bogachev and S. A. Molchanov},
     title = {Mean-field models in the theory of random {media.~III}},
     journal = {Teoreti\v{c}eska\^a i matemati\v{c}eska\^a fizika},
     pages = {254--273},
     year = {1991},
     volume = {87},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TMF_1991_87_2_a7/}
}
TY  - JOUR
AU  - L. V. Bogachev
AU  - S. A. Molchanov
TI  - Mean-field models in the theory of random media. III
JO  - Teoretičeskaâ i matematičeskaâ fizika
PY  - 1991
SP  - 254
EP  - 273
VL  - 87
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TMF_1991_87_2_a7/
LA  - ru
ID  - TMF_1991_87_2_a7
ER  - 
%0 Journal Article
%A L. V. Bogachev
%A S. A. Molchanov
%T Mean-field models in the theory of random media. III
%J Teoretičeskaâ i matematičeskaâ fizika
%D 1991
%P 254-273
%V 87
%N 2
%U http://geodesic.mathdoc.fr/item/TMF_1991_87_2_a7/
%G ru
%F TMF_1991_87_2_a7
L. V. Bogachev; S. A. Molchanov. Mean-field models in the theory of random media. III. Teoretičeskaâ i matematičeskaâ fizika, Tome 87 (1991) no. 2, pp. 254-273. http://geodesic.mathdoc.fr/item/TMF_1991_87_2_a7/

[1] Bogachev L. V., Molchanov S. A., TMF, 81:2 (1989), 281–290 | MR

[2] Bogachev L. V., Molchanov S. A., TMF, 82:1 (1990), 143–154 | MR | Zbl

[3] Molchanov S. A., Ruzmaikin A. A., Sokolov D. D., UFN, 145:4 (1985), 593–628 | DOI

[4] Zeldovich Ya. B., Molchanov S. A., Ruzmaikin A. A., Sokolov D. D., ZhETF, 89:6(12) (1985), 2061–2072

[5] Sokolov D. D., Shumkina T. S., Vestn. Mosk. un-ta. Fiz. Astron., 29:4 (1988), 23–28 | MR

[6] Zeldovich Ya. B., Molchanov S. A., Ruzmaikin A. A., Sokolov D. D., UFN, 152:1 (1987), 3–32 | DOI

[7] Zeldovich Ya. B., Molchanov S. A., Ruzmaikin A. A., Sokoloff D. D., “Intermittency, Diffusion and Generation in a Nonstationary Random Medium”, Sov. Sci. Rev. C. Math. Phys., 7, Harwood Academic Publishers, Chur–New York, 1988, 1–110 | MR

[8] Molchanov S. A., Idei teorii sluchainykh sred, Dep. v VINITI 04.01.88, No 914-B88, M., 1988

[9] Khida T., Brounovskoe dvizhenie, Nauka, M., 1987 | MR

[10] Makkin G., Stokhasticheskie integraly, Mir, M., 1972 | MR

[11] Lifshits I. M., ZhETF, 55:6(12) (1968), 2408–2422

[12] Grosberg A. Yu., Khokhlov A. R., Statisticheskaya fizika makromolekul, Nauka, M., 1989 | MR

[13] Pontryagin L. S., Obyknovennye differentsialnye uravneniya, Nauka, M., 1982 | MR | Zbl

[14] Gantmakher F. R., Teoriya matrits, Nauka, M., 1988 | MR | Zbl

[15] Kato T., Teoriya vozmuschenii lineinykh operatorov, Mir, M., 1972 | MR | Zbl

[16] Rid M., Saimon B., Metody sovremennoi matematicheskoi fiziki. T. 4. Analiz operatorov, Mir, M., 1982 | MR

[17] Venttsel A. D., Kurs teorii sluchainykh protsessov, Nauka, M., 1975 | MR