Random flights related to the Euler-Poisson-Darboux equation

MaRDI QIDQ5739872zbMATH OpenFDO

Authors Roberto Garra, Enzo Orsingher

Publication date 5 July 2016

Full work available at URL https://arxiv.org/abs/1411.0648, http://math-mprf.org/journal/articles/id1414/

zbMATH Keywords

Euler-Poisson-Darboux equationinhomogeneous Poisson processrandom motionstelegraph process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random fields (60G60)

Abstract: This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate lambda(t). The explicit distributions p(x,t) of the position of the randomly moving particles are obtained solving initial-value problems for the Euler- Poisson-Darboux equation when lambda(t) = alpha/t, t > 0. We consider also the case where lambda(t) = lambda coth lambda t and lambda(t) = lambda tanh lambda t, where some Riccati differential equations emerge and the explicit distributions are obtained for d = 1. We also examine planar random motions with random velocities by projecting random flights in R^d onto the plane. Finally the case of planar motions with four orthogonal directions is considered and the corresponding higher-order equations with time-varying coefficients obtained.

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Cited in

(23)

• Some Darling-Siegert relationships connected with random flights
• A note on isotropic random flights moving in mixed Poisson environments
• Random motions with space-varying velocities
• On fractional powers of the Bessel operator on semiaxis
• Telegraph random evolutions on a circle
• On the exact distributions of the maximum of the asymmetric telegraph process
• Goldstein-Kac telegraph equations and random flights in higher dimensions
• Alternative probabilistic representations of Barenblatt-type solutions
• Solutions to non-linear Euler-Poisson-Darboux equations by means of generalized separation of variables
• Stochastic models associated to a nonlocal porous medium equation
• Probability distributions for the run-and-tumble models with variable speed and tumbling rate
• Random flights connecting porous medium and Euler–Poisson–Darboux equations
• Random flights governed by Klein-Gordon-type partial differential equations
• Solution to the Fractional Order Euler-Poisson-Darboux Equation
• Euler-Poisson-Darboux equations and iterated fractional Brownian motions
• Stochastic dynamics of generalized planar random motions with orthogonal directions
• Solving the Euler-Poisson-Darboux equation of fractional order
• Comparison of simulation and analytical models for the distribution of a group of agents moving in random directions
• Flying randomly in \(\mathbb R^d\) with Dirichlet displacements
• On a finite-velocity random motion governed by a modified Euler-Poisson-Darboux equation
• Multidimensional random motions with a natural number of finite velocities
• Stochastic solutions to abstract telegraph-type equations involving fractional dynamics
• Reflecting random flights

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