Cyclic planar random evolution with four directions
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KOLESNIK, Alexander. Cyclic planar random evolution with four directions. In: Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, 2004, nr. 2(45), pp. 27-32. ISSN 1024-7696.
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Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica
Numărul 2(45) / 2004 / ISSN 1024-7696 /ISSNe 2587-4322

Cyclic planar random evolution with four directions

Pag. 27-32

Kolesnik Alexander
 
Institute of Mathematics and Computer Science ASM
 
 
Disponibil în IBN: 14 decembrie 2013


Rezumat

A four-direction cyclic random motion with constant finite speed v in the plane R2 driven by a homogeneous Poisson process of rate λ > 0 is studied. A fourth-order hyperbolic equation with constant coefficients governing the transition law of the motion is obtained. A general solution of the Fourier transform of this equation is given. A special non-linear automodel substitution is found reducing the governing partial differential equation to the generalized fourth-order ordinary Bessel differential equation, and the fundamental system of its solutions is explicitly given.

Cuvinte-cheie
Cyclic random evolution, finite speed, transition law, higher-order hyperbolic equations, generalized Bessel equation

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