STOCHASTIC WAVE-EQUATION SIMULATING THE BEHAVIOR OF RANDOM-VARIABLES WHOSE MEAN-VALUES OBEY A SYSTEM OF ORDINARY FIRST-ORDER DIFFERENTIAL-EQUATIONS

Authors
Citation
Ia. Soloviev, STOCHASTIC WAVE-EQUATION SIMULATING THE BEHAVIOR OF RANDOM-VARIABLES WHOSE MEAN-VALUES OBEY A SYSTEM OF ORDINARY FIRST-ORDER DIFFERENTIAL-EQUATIONS, Theoretical and mathematical physics, 111(3), 1997, pp. 676-685
Citations number
16
Categorie Soggetti
Mathematical Method, Physical Science",Physics,"Physycs, Mathematical
ISSN journal
00405779
Volume
111
Issue
3
Year of publication
1997
Pages
676 - 685
Database
ISI
SICI code
0040-5779(1997)111:3<676:SWSTBO>2.0.ZU;2-U
Abstract
We suggest a theory of stochastic waves that describe the behavior of the random vectors satisfying a set of ordinary first-order differenti al equations. The equation for the stochastic waves is given for the c ase where the mean values are described by a differential model. The r elationship between this equation and the Liouville equation is consid ered and analogue of the Ehrenfest theorem is proved. For the covarian ce of a component of a random vector, we obtain an ordinary first-orde r differential equation. Interpretation of Planck's constant is discus sed. Conditions are formulated under which wave packets propagate with increasing or decreasing covariance.