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JOURNALS // Matematicheskoe modelirovanie // Archive

Mat. Model., 2020 Volume 32, Number 5, Pages 21–43 (Mi mm4179)

This article is cited in 3 papers

Statistical characteristics of solutions of the system of the stochastic transfer model

V. G. Zadorozhniyab, M. E. Semenovabc, N. I. Sel'vesyukd, I. I. Ulshinb, V. S. Nozhkinb

a Voronezh State University, Voronezh
b MESC AF «N.E. Zhukovsky and Y.A. Gagarin Air Force Academy», Voronezh
c Geophysical Survey of Russia Academy of Sciences, Moscow
d State Research Institute of Aviation Systems, Moscow

Abstract: The paper proposes a new stochastic transport model formalized in the framework of differential equations with random parameters. Explicit formulas for the mathematical expectation and the second-moment function for solving the corresponding equations are given. The estimation of the influence of random factors on the system, in the case of replacing the random coefficient of the equation by its mathematical expectation, is determined. An example with Gaussian distribution of random coefficients is also presented and discusser. The paper shows that the proposed model is applicable to the description of heat and moisture transfer processes in the surface layer of the atmosphere.

Keywords: stochastic model, random process, characteristic functional, mathematical expectation, dispersion function, influence of random factors.

Received: 21.10.2019
Revised: 21.10.2019
Accepted: 25.11.2019

DOI: 10.20948/mm-2020-05-02


 English version:
Mathematical Models and Computer Simulations, 2021, 13:1, 11–25


© Steklov Math. Inst. of RAS, 2025