通过概括分数计算来研究异常的随机过程
1Center of Materials Science and Optoelectronics Engineering, College of Materials Science and Opto-Electronic Technology, University of Chinese Academy of Sciences, Beijing 100049, People's Republic of China.
Chaos (Woodbury, N.Y.)
|February 21, 2025
概括
这项研究对异常的随机过程进行了分数微积分的概括. 它发展成分数Ito^.
科学领域:
- 随机过程和分数计算
- 数学物理 数学物理
- 异常扩散建模异常扩散模型
背景情况:
- 分数计算对于理解异常随机过程至关重要.
- 现有的配方需要对更广泛的应用进行概括.
- 分数布朗运动和里曼-利乌维尔运算符是关键领域.
研究的目的:
- 系统地研究和概括分数微积分公式.
- 开发分数Ito^的微积分和一个通用的福克-普朗克方程.
- 研究异常过程的随机动力学和热力学.
主要方法:
- 使用了改进的里曼-利乌维尔分数运算符.
- 雇佣了修改过的马鲁亚马的分数布朗运动符号.
- 衍生了通用的福克-普朗克方程和随机动力学方程.
主要成果:
- 开发了分数Ito^的微积分和一个通用的福克-普朗克方程.
- 研究了低缩和过缩的随机轨迹实现.
- 获得了包括分数微分关系和拉普拉斯变换在内的基本结果.
结论:
- 一般化框架推进了对异常扩散的分数计算.
- 为记忆材料和分数随机分析提供实用参考.
- 开辟了研究路径积分和随机热力学的途径.
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