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Avtomatika i Telemekhanika, 2009, Issue 8, Pages 84–95 (Mi at515)  
Stochastic Systems

Probabilistic characteristics of the nonlinear dynamic parabolic system with random coefficients

A. N. Katulev, A. N. Kudinov, M. F. Malevinsky

Tver State University
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Abstract: A method to calculate the probabilistic characteristics of a nonlinear stochastic dynamic system by approximation of the solution of nonlinear stochastic system of parabolic equations by a segment of a uniformly converging generalized Kotel'nikov series was presented. It is applicable to any probability distributions of the random coefficients of equations for which expectations exist and provides precise solutions while considering a smaller number of the interpolation nodes as compared with the existing methods.
Presented by the member of Editorial Board: A. I. Kibzun

Received: 05.05.2008
English version:
Automation and Remote Control, 2009, Volume 70, Issue 8, Pages 1340–1350
DOI: https://doi.org/10.1134/S0005117909080074
Bibliographic databases:
Document Type: Article
PACS: 89.70.+с
Language: Russian
Citation: A. N. Katulev, A. N. Kudinov, M. F. Malevinsky, “Probabilistic characteristics of the nonlinear dynamic parabolic system with random coefficients”, Avtomat. i Telemekh., 2009, no. 8, 84–95; Autom. Remote Control, 70:8 (2009), 1340–1350
Citation in format AMSBIB
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