p(z,w,t1) = δ(z, z1) δ(w, w1)
(the Dirac δ-function having the properties of being infinitely narrow with unit area, i.e. non-zero only in an infinitesimal region around z=z1, for instance). The transition density fuction for the 1D stochastic model dZ = W dt, dW = a(Z,W) dt + b dξ, a product of a delta-function for position change and a Gaussian for the velocity change:
p(z,w,t+Δt | z0, w0,t) = δ(z-z0, w0 dt) * [(2 π)1/2 b2 dt]-1 * exp [- {w - w0 - a(z0, w0) dt}2 / {2 b2 dt}].
Fokker-Planck equation (which was derived from the Chapman-Kolmogorov equation by physicists of the early 1900s) for the time evolution of the joint PDF for velocity and position p(z,w,t), and its interpretation in terms of (the divergences of) advective and diffusive fluxes of probability in the z-w space.
Principle of non-decreasing entropy (once in a state of maximum disorder - well mixed - a natural system does not become more ordered). Thomson's (1987) "well-mixed constraint" for Lagrangian stochastic models. Meaning of "Gaussian turbulence." The unique well-mixed 1D LS model for vertically-inhomogeneous Gaussian turbulence. Its simplication for homogeneous turbulence (applicable to a stationary, horizontally-homogeneous, neutrally-stratified ASL), viz. the Langevin equation.
dZ = (∂K/∂z) dt + (2 K dt)0.5 r
where r ∈ N[0,1]. This is a useful model for many purposes. Before proceeding to the 1st-order LS model, we covered two (related) simple Eulerian dispersion models that are (still) commonly applied for air pollution modelling: we systematically derived the Gaussian puff and Gaussian plume models from the Reynolds-averaged mass conservation equation (here is a recent article on performance of several regulatory models, including CALPUFF).