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.

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):  


Copy of the file:

rp25-09.pdf (PDF)

September 01, 2009


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