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arXiv 2008.00233math.OCmath-phmath.MP
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随机分数阶微积分及其在变分原理中的应用

A Stochastic Fractional Calculus with Applications to Variational Principles

Houssine Zine, Delfim F. M. Torres

摘要:

我们介绍一个随机分数阶微积分。作为应用,我们提出了一个随机分数阶变分法,它将分数阶变分法推广到随机过程。一个随机分数欧拉-拉格朗日方程得到,扩展了经典的,分数的,和随机变分法的文献中提供的。为了说明我们的主要理论结果,我们讨论了两个例子:一个来自量子力学,第二个验证了充分的数值模拟。

英文摘要:

We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional Euler-Lagrange equation is obtained, extending those available in the literature for the classical, fractional, and stochastic calculus of variations. To illustrate our main theoretical result, we discuss two examples: one derived from quantum mechanics, the second validated by an adequate numerical simulation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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