## Relatório de pesquisa 25/09

On the Linear Transport Subject to Random Velocities and Initial Conditions, F. A. Dorini and M. C. C. Cunha, submitted August 28, 2009.

Abstract

This paper deals with the random linear transport equation for
which the velocity and the initial condition are random functions.
Expressions for the density and joint density functions of the
transport equation solution are given. We also verify that in the
Gaussian time-dependent velocity case the probability density function
of the solution satisfies a convection-diffusion equation with a
time-dependent diffusion

coefficient. Examples are included.

Mathematics Subject Classifications
(2000):

Keywords:

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September 01, 2009

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