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JOURNALS // Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva // Archive

Zhurnal SVMO, 2016 Volume 18, Number 2, Pages 125–133 (Mi svmo601)

This article is cited in 3 papers

Mathematical modeling and computer science

Simulation of nonstationary random processes kinetic equations with fractional derivatives.

D. A. Zenyuk, L. V. Klochkova, Yu. N. Orlov

Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, Moscow

Abstract: 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.

Keywords: fractional equation advection-diffusion, Riemann-Liouville derivative, Gerasimov-Caputo derivative, sample quantiles, sample distribution function.

UDC: 51.7:532.546



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© Steklov Math. Inst. of RAS, 2024