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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2008, Volume 11, Number 1, Pages 1–18 (Mi sjvm29)  
This article is cited in 5 scientific papers (total in 5 papers)

Two methods for analyzing stochastic multi-structural systems with distributed structure changes

T. A. Averinaa, K. A. Rybakovb

a Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
b Moscow Aviation Institute
Full-text PDF (361 kB) Citations (5)
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Abstract: The statistical simulation method and the spectral method for the stochastic multi-structural systems analysis are considered. There are given algorithms for the analysis problem solution. Numerical examples are given to illustrate the efficiency of the proposed methods.
Key words: stochastic multi-structural systems, switching diffusions, analysis problem, generalized Fokker–Planck–Kolmogorov equations, statistical simulation method, spectral method.
Received: 26.09.2006
Revised: 19.03.2007
English version:
Numerical Analysis and Applications, 2008, Volume 1, Issue 1, Pages 1–16
DOI: https://doi.org/10.1007/s12258-008-1001-0
UDC: 519.676+621.391
Language: Russian
Citation: T. A. Averina, K. A. Rybakov, “Two methods for analyzing stochastic multi-structural systems with distributed structure changes”, Sib. Zh. Vychisl. Mat., 11:1 (2008), 1–18; Num. Anal. Appl., 1:1 (2008), 1–16
Citation in format AMSBIB
\Bibitem{AveRyb08}
\by T.~A.~Averina, K.~A.~Rybakov
\paper Two methods for analyzing stochastic multi-structural systems with distributed structure changes
\jour Sib. Zh. Vychisl. Mat.
\yr 2008
\vol 11
\issue 1
\pages 1--18
\mathnet{http://mi.mathnet.ru/sjvm29}
\transl
\jour Num. Anal. Appl.
\yr 2008
\vol 1
\issue 1
\pages 1--16
\crossref{https://doi.org/10.1007/s12258-008-1001-0}
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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