Simulation of nonstationary random processes kinetic equations with fractional derivatives.
D.A. Zenuk1, L.V Klochkova2, J.H. Orlov3
| Annotation | 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. |
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| Keywords | fractional equation advection-diffusion, Riemann-Liouville derivative, Gerasimov-Caputo derivative, sample quantiles, sample distribution function |
1Aspirant of the Institute of applied mathematics by name M.V.Keldysh of RAS, Moscow
2Senior Research Fellow of Keldysh Institute of Applied Mathematics of RAS, Moscow; klud@imamod.ru.
3Senior Researcher Officer of the Institute of applied mathematics by name M.V.Keldysh of RAS, Moscow; ov3159fd@yandex.ru.
Citation: D.A. Zenuk, L.V Klochkova, J.H. Orlov, "[Simulation of nonstationary random processes kinetic equations with fractional derivatives.]", Zhurnal Srednevolzhskogo matematicheskogo obshchestva,18:2 (2016) 125–133 (In Russian)
