On the theory of KM_2O-Langevin equations for non-stationary and degenerate flows
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概要
- 論文の詳細を見る
We have developed the theory of KM<SUB>2O</SUB>-Langevin equations for stationary and non-degenerate flow in an inner product space. As its generalization and refinement of the results in [{14}], [{15}], [{16}], we shall treat in this paper a general flow in an inner product space without both the stationarity property and the non-degeneracy property. At first, we shall derive the KM<SUB>2O</SUB>-Langevin equation describing the time evolution of the flow and prove the fluctuation-dissipation theorem which states that there exists a relation between the fluctuation part and the dissipation part of the above KM<SUB>2O</SUB>- Langevin equation. Next we shall prove the characterization theorem of stationarity property, the construction theorem of a flow with any given nonnegative definite matrix function as its two-point covariance matrix function and the extension theorem of a stationary flow without losing stationarity property.
- 社団法人 日本数学会の論文
- 2003-04-01
著者
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Matsuura Masaya
Department Of Mathematical Informatics Graduate School Of Information Science And Technology Univers
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Okabe Yasunori
Department Of Mathematical Engineering And Information Physics Graduate School And Faculty Of Engine
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Okabe Yasunori
Department Of Mathematical Informatics Graduate School Of Information Science And Technology Univers
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