Stochastic Partial Differential Equation Averaging.

  • Thread starter Alexey
  • Start date
  • #1
8
0
Whether somebody knows what equally
<int(F*Fcomp)dx>.
Where F(x,t) is complex function: F=F1+i*F2, Fcomp=F1-i*F2.
F satisfies to the next linereal stochastic partial differential equation:

i*h*Ft=-a*(Fxx-2*n*Fx/x+(n+1)*F/x/x)+U*F

int - sing of integral by dx,
Ft - first time derivative,
Ftt - second time derivative,
Fx - first dpase derivative,
Fxx - second spase derivative,
i - imaginary unity,
< > - sign of averaging on casual fluctuations U,
U - casual space - time, delta - correlated a white noise,
a, h, n – are consts. ( If it matters - there are interesting to me the cases n=1 and n=0,5)
 

Answers and Replies

Related Threads on Stochastic Partial Differential Equation Averaging.

  • Last Post
Replies
4
Views
3K
  • Last Post
Replies
1
Views
3K
  • Last Post
Replies
3
Views
2K
  • Last Post
Replies
3
Views
2K
  • Last Post
Replies
6
Views
2K
  • Last Post
Replies
12
Views
4K
Replies
2
Views
3K
Replies
1
Views
950
Replies
1
Views
878
Replies
4
Views
1K
Top