Random motions with space-varying velocities

DOI10.1007/978-3-319-65313-6_2MaRDI QIDQ1703889zbMATH OpenOpenAlexFDO

Authors Roberto Garra, Enzo Orsingher

Publication date 8 March 2018

Full work available at URL https://arxiv.org/abs/1609.04559

zbMATH Keywords

damped wave equationsEuler-Poisson-Darboux fractional equationplanar random motions

Mathematics Subject Classification ID

Fractional partial differential equations (35R11) Random fields (60G60)

Abstract: Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to present the explicit distribution of the position $mathcalT(t)$, $t>0$, of the moving particle. Also the case of a non-homogeneous Poisson process (with rate $lambda=lambda(t)$) governing the changes of direction is analyzed in three specific cases. For the special case $lambda(t)=alpha/t$ we obtain a random motion related to the Euler-Poisson-Darboux (EPD) equation which generalizes the well-known case treated e.g. in Foong and Van Kolck (1992), Garra and Orsingher (2016) and Rosencrans (1973). A EPD--type fractional equation is also considered and a parabolic solution (which in dimension $d=1$ has the structure of a probability density) is obtained. Planar random motions with space--varying velocities and infinite directions are finally analyzed in Section 5. We are able to present their explicit distributions and for polynomial-type velocity structures we obtain the hyper and hypo-elliptic form of their support (of which we provide a picture).

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Cited in

(16)

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• Asymptotics of Damped Periodic Motions with Random Initial Speed
• Discussion of ‘Post selection shrinkage estimation for high‐dimensional data analysis’
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• Random flights related to the Euler-Poisson-Darboux equation
• Stochastic dynamics of generalized planar random motions with orthogonal directions
• One-dimensional and planar random motions with variable propagation speeds
• On a finite-velocity random motion governed by a modified Euler-Poisson-Darboux equation
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