具有高时空振荡的广义朗之万方程的近似

IF 0.8 4区数学 Q3 STATISTICS & PROBABILITY

Stochastics and Dynamics Pub Date : 2022-12-13 DOI:10.1142/s0219493722400305

Dong Su, Wei Wang

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引用次数: 0

摘要

导出了由时间上随机振荡和空间上周期振荡的力驱动的广义朗之万方程的近似解。利用扩散近似和周期振荡函数的弱收敛性，证明了广义朗之万方程的解在分布上收敛于时间白噪声驱动下的随机偏微分方程的解。

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Approximation for a generalized Langevin equation with high oscillation in time and space

This paper derives an approximation for a generalized Langevin equation driven by a force with random oscillation in time and periodic oscillation in space. By a diffusion approximation and the weak convergence of periodic oscillation function, the solution of the generalized Langevin equation is shown to converge in distribution to the solution of a stochastic partial differential equations (SPDEs) driven by time white noise.

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来源期刊

Stochastics and Dynamics 数学-统计学与概率论

CiteScore

1.70

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： This interdisciplinary journal is devoted to publishing high quality papers in modeling, analyzing, quantifying and predicting stochastic phenomena in science and engineering from a dynamical system''s point of view. Papers can be about theory, experiments, algorithms, numerical simulation and applications. Papers studying the dynamics of stochastic phenomena by means of random or stochastic ordinary, partial or functional differential equations or random mappings are particularly welcome, and so are studies of stochasticity in deterministic systems.