随机介质中的对称分支随机游动:理论与数值结果的比较

IF 0.5 4区 数学 Q4 STATISTICS & PROBABILITY
Vladimir Kutsenko, E. Yarovaya
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引用次数: 0

摘要

摘要我们考虑随机分支介质中多维格上的连续时间分支随机游动。理论上已知,在这种分支随机行走中,介质的大的罕见波动可能导致粒子场的异常性质,例如间歇性。然而,在实践中很难估计可以观察到这种间歇性现象的时间间隔。本文考虑仅包含有限和非有限数量分支源的分支介质。利用演化算子的一个适当的柯西问题描述了具有随机点扰动和一个初始祖先粒子在格点的平均粒子数的演化。我们回顾了以前关于粒子群在每个格点的介质平均矩的长期行为以及在格上的总矩的一些结果,并提出了一种在关于介质的各种假设(包括介质随机性)下模拟分支随机游动的算法。然后,基于威布尔型上尾势的模拟,对随机非均匀介质和均匀介质中产生的效应进行了比较和说明。在比较过程中,考虑了在分支介质、分支源配置和晶格维度的不同假设下的各种模型。仿真结果表明,即使在有限的时间间隔内,也可以在随机介质中观察到间歇性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Symmetric branching random walks in random media: comparing theoretical and numerical results
Abstract We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous properties of a particle field, e.g., such as intermittency. However, the time intervals on which this intermittency phenomenon can be observed are very difficult to estimate in practice. In this paper, branching media containing only a finite and non-finite number of branching sources are considered. The evolution of the mean number of particles with a random point perturbation and one initial ancestor particle at a lattice point is described by an appropriate Cauchy problem for the evolutionary operator. We review some previous results about the long-time behavior of the medium-averaged moments for the particle population at every lattice point as well as the total one over the lattice and present an algorithm for the simulation of branching random walks under various assumptions about the medium, including the medium randomness. The effects arising in random non-homogeneous and homogeneous media are then compared and illustrated by simulations based on the potential with Weibull-type upper tail. A wide range of models under different assumptions on a branching medium, a configuration of branching sources, and a lattice dimension were considered during the comparison. The simulation results indicate that intermittency can be observed in random media even over finite time intervals.
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来源期刊
Stochastic Models
Stochastic Models 数学-统计学与概率论
CiteScore
1.30
自引率
14.30%
发文量
42
审稿时长
>12 weeks
期刊介绍: Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.
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