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JOURNALS // Izvestiya Rossiiskoi Akademii Nauk. Seriya Matematicheskaya // Archive

Izv. RAN. Ser. Mat., 2010 Volume 74, Issue 6, Pages 27–54 (Mi im2786)

This article is cited in 2 papers

Finding the moment functions of a solution of the two-dimensional diffusion equation with random coefficients

M. M. Borovikova, V. G. Zadorozhniy

Voronezh State University

Abstract: The problem of finding the moment functions of a solution of an initial-value problem with random coefficients for the two-dimensional diffusion equation reduces to a deterministic initial-value problem involving ordinary and variational derivatives. Formulae for the moment functions of a solution are obtained for uniformly distributed and for Gaussian random coefficients.

Keywords: diffusion equation, moment functions, variational derivative, equations with random coefficients.

UDC: 517.956.4

MSC: Primary 35R60; Secondary 58J65, 60H15, 76R50

Received: 02.04.2008
Revised: 12.11.2008

DOI: 10.4213/im2786


 English version:
Izvestiya: Mathematics, 2010, 74:6, 1127–1154

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© Steklov Math. Inst. of RAS, 2026