T. V. Besedina, “N-order moment function for the solution of the Cauchy problem for diffusion equation with random coefficients”, Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya, 2011, Issue 8(89),Pages <nobr>5

Mathematics

N-order moment function for the solution of the Cauchy problem for diffusion equation with random coefficients

T. V. Besedina

Dept. of Nonlinear Oscillations, Voronezh State University, Voronezh, 394006, Russian Federation

Abstract: Formula for n-order moment function for the solution of the Cauchy problem for three-dimensional diffusion equation with random coefficients and random initial condition is derived.

Keywords: diffusion equation, random processes, moment function, characteristic functional, variational derivative.

UDC: 517.972

Received: 04.04.2011
Revised: 04.04.2011