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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2008, Volume 11, Number 1, Pages 1–18
(Mi sjvm29)
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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
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
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
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https://www.mathnet.ru/eng/sjvm29 https://www.mathnet.ru/eng/sjvm/v11/i1/p1
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Abstract page: | 291 | Full-text PDF : | 106 | References: | 25 | First page: | 2 |
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