In this paper the response of a non linear half oscillator driven by a-stable white noise in terms of probability density function (PDF) is investigated. The evolution of the PDF of such a system is ruled by the so called Einstein-Smoluchowsky equation involving, in the diffusive term, the Riesz fractional derivative. The solution is obtained by the use of complex fractional moments of the PDF, calculated with the aid of Mellin transform operator. It is shown that solution can be found for various values of stability index a and for any nonlinear function f (X; t).

Einstein-Smoluchowsky equation handled by complex fractional moments

ALOTTA, Gioacchino;
2014

Abstract

In this paper the response of a non linear half oscillator driven by a-stable white noise in terms of probability density function (PDF) is investigated. The evolution of the PDF of such a system is ruled by the so called Einstein-Smoluchowsky equation involving, in the diffusive term, the Riesz fractional derivative. The solution is obtained by the use of complex fractional moments of the PDF, calculated with the aid of Mellin transform operator. It is shown that solution can be found for various values of stability index a and for any nonlinear function f (X; t).
a-stable white noise; Nonlinear systems; Einstein-Smoluchowsky equation; Complex fractional moments
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/20.500.12318/47156
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