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Stochastic motions driven by wave equations

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Riassunto

In questo articolo sono presentati dei moti aleatori la cui legge di probabilità è soluzione dell’equazione del telegrafo. Sono presentate le espressioni esplicite sia della funzione di flusso che della legge di probabilità di cui è discussa la convergenza alla legge normale.

E’ infine data una versione bidimensionale del moto guidato dall’equazione delle vibrazioni smorzate delle membrane di cui è esaminata la connessione con le equazioni di Maxwell.

Summary

In this paper we present some random motions whose probability law is a solution of the telegraph equation. We give the explicit form of the flow function and of the probability law whose convergence to the Gaussian distribution is also discussed.

A planar version of motion governed by the equation of damped vibrations of membranes is also presented. Finally the connection of this motions with Maxwell equations of electrodynamics is analysed.

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Authors and Affiliations

  1. Dipartimento di Informatica e Applicazioni, dell’Università di Salerno, Salerno, Italia

    Enzo Orsingher

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  1. Enzo Orsingher
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(Conferenza tenuta il 27 aprile 1987)

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Orsingher, E. Stochastic motions driven by wave equations. Seminario Mat. e. Fis. di Milano 57, 365–380 (1987). https://doi.org/10.1007/BF02925062

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