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Derivation of Kolmogorov – Chapman type equations with Fokker – Planck operator
D. B. Prokopievaa, T. А. Zhukb, N. I. Golovkob a Pacific Higher Naval College after S.O.Makarov, Vladivostok
b Far Eastern Federal University, Vladivostok
Abstract:
In this paper we obtain the differential equation of the type
Kolmogorov – Chapman with differential operator of the Fokker – Planck, having
theoretical and practical value in the differential
equations theory.
Equations concerning non-stationary and stationary characteristics of the number of applications
obtained for a class of Queuing systems (QS) with an infinite storage device, one service device with exponential service, the input of which is supplied twice stochastic a Poisson flow whose intensity is a random diffusion process with springy boundaries and a non-zero drift coefficient. Service systems with diffusion intensity of the input flow are used for
modeling of global computer networks nodes.
Key words:
Kolmogorov – Chapman type differential equations, Fokker – Planck differential operator, double stochastic Poisson flow, diffusion process, Queuing system, probabilistic characteristics of the applications number.
Received: 17.04.2019
Citation:
D. B. Prokopieva, T. А. Zhuk, N. I. Golovko, “Derivation of Kolmogorov – Chapman type equations with Fokker – Planck operator”, Dal'nevost. Mat. Zh., 20:1 (2020), 90–107
Linking options:
https://www.mathnet.ru/eng/dvmg423 https://www.mathnet.ru/eng/dvmg/v20/i1/p90
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Abstract page: | 192 | Full-text PDF : | 369 | References: | 24 |
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