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Stochastic Partial Differential Equation Averaging.

  1. Feb 10, 2004 #1
    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)
     
  2. jcsd
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