著者
古川 博仁
出版者
広島文化学園大学
雑誌
呉大学短期大学部紀要 (ISSN:13441353)
巻号頁・発行日
vol.6, pp.1-21, 2002-07-22

The purposes of this paper are (1) to develop the probability theory with the measure one. (2) to derive the stochastic differential equation from the martingale decomposition (Doob-Mayer theorem) and to define the it's strong and weak solutions. (3) to compute the path line of a fluid particle which is a strong solution of the stochastic diffrential eguation. In this paper, I gave up the plan of the purpose (4) which was to derive the dominant equations of the flow fields from the nonequilibrium statistical physics because of lack of space. The results of the numerical simulation were represented as the sumple path of a fluid particle in the turburent boundary layer on the plane. 0n the occasion of the numerical simulation, I set up two assumptions, i. e., (1) the fluid particle has the fluctuation on every position. (2) the velocity field are computed in advance. I think the true or false of this numerical computation will be clear by the fluctuation dissipation principle in the near future.

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確率微分方程式からのフォッカー・プランク方程式の導出は、Web上では下記文献の「3.3 フォッカー・プランク方程式と弱解」の節が、わかりやすいと思います。ただ、途中u(X_t)ではなく、u(x)の方がよいのでは?と思われる箇所はいくつかあります。 https://t.co/ZnVxp6fPjo

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