Brownian fluctuations in space-time with applications to vibrations of rods

DOI10.1016/0304-4149(86)90037-2MaRDI QIDQ1087249zbMATH OpenOpenAlexFDO

Authors Enzo Orsingher

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(86)90037-2

zbMATH Keywords

boundary value problemsBrownian fluctuationsBrownian motion techniquesvibrating beams

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Review text

In this paper Brownian fluctuations in space-time are considered. Time is assumed to run alternately forward and backward, the alternance being marked by a Poisson process with rate \(\lambda\). It is shown that the law of this motion is a solution of a fourth-order partial differential equation. Furthermore the law of this movement in the presence of an absorbing barrier is derived. The equation ruling the movement analyzed, when \(\lambda =0\) and is submitted to the change \(t'=-it\), reduces to the equation of vibrations of rods. This fact is exploited to obtain the solution of boundary value problems concerning the equation of vibrating beams by means of Brownian motion techniques.

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Cites work

• A signed measure on path space related to Wiener measure
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3565871 (Why is no real title available?)
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Cited in

(7)

• Processes governed by signed measures connected with third-order ``heat- type equations
• Brownian motion and the fundamental frequency of a drum
• Exact solutions of the thin beam with degrading hysteresis behavior
• Fundamental solutions of the fractional Fresnel equation in the real half-line
• Probability law and flow function of Brownian motion driven by a generalized telegraph process
• Vibrations and fractional vibrations of rods, plates and Fresnel pseudo-processes
• Composition of stochastic processes governed by higher-order parabolic and hyperbolic equations

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