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On modelling physical systems with stochastic models: diffusion versus Levy processes

delete2008-05-06
delete28
PRE
AI
C
Cécile Penland *
B
Brian Ewald
DOI:10.1098/rsta.2008.0051delete
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摘要

摘要

En 中文
Stochastic descriptions of multiscale interactions are more and more frequently found in numerical models of weather and climate. These descriptions are often made in terms of differential equations with random forcing components. In this article, we review the basic properties of stochastic differential equations driven by classical Gaussian white noise and compare with systems described by stable Levy processes. We also discuss aspects of numerically generating these processes.
Keyword:
stochastic differential equations
Levy processes
Gaussian processes
numerical methods
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期刊

P
Philosophical Transactions of the Royal Society A-Mathematical Physical and Engineering Sciences
IF:
3.7
论文数:
7.8K
被引数:
2.8W

机构

N
national oceanic atmospheric admin (noaa) - usa
学者数:
1.4W
论文数: 1.1W
被引数: 10
State University System of Florida 封面图
State University System of Florida
学者数:
12.8W
论文数: 10.9W
被引数: 130
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