期刊
STOCHASTIC ANALYSIS AND APPLICATIONS
卷 26, 期 2, 页码 357-378出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/07362990701857319
关键词
fiber breakage; neutron transport; stochastic model; stochastic partial differential equation; wave equation
A procedure is explained for deriving stochastic partial differential equations from basic principles. A discrete stochastic model is first constructed. Then, a stochastic differential equation system is derived, which leads to a certain stochastic partial differential equation. To illustrate the procedure, a representative problem is first studied in detail. Exact solutions, available for the representative problem, show that the resulting stochastic partial differential equation is accurate. Next, stochastic partial differential equations are derived for a one-dimensional vibrating string, for energy-dependent neutron transport, and for cotton-fiber breakage. Several computational comparisons are made.
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