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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2017, Volume 132, Pages 95–100
(Mi into174)
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This article is cited in 2 scientific papers (total in 2 papers)
Numerical and analytical methods of the study of stochastic systems with delay
I. E. Poloskov Perm State National Research University
Abstract:
This paper is a brief review of methods of qualitative and quantitative study of various classes of stochastic systems with aftereffect. We describe schemes of analysis of stochastic ordinary and partial differential and integrodifferential equations, which are also applicable for their deterministic analogs. These numerical and analytical schemes are implemented in the software package Mathematica and in the language Intel Fortran.
Keywords:
stochastic dynamical system, delay, analysis, state vector, moment characteristic, numerical and analytical methods.
Citation:
I. E. Poloskov, “Numerical and analytical methods of the study of stochastic systems with delay”, Proceedings of International Symposium “Differential Equations–2016”, Perm, May 17-18, 2016, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 132, VINITI, Moscow, 2017, 95–100; J. Math. Sci. (N. Y.), 230:5 (2018), 746–751
Linking options:
https://www.mathnet.ru/eng/into174 https://www.mathnet.ru/eng/into/v132/p95
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Abstract page: | 168 | Full-text PDF : | 285 | First page: | 5 |
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