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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2015, Volume 25, Issue 3, Pages 4–23
DOI: https://doi.org/10.14357/08696527150301
(Mi ssi414)
 

This article is cited in 10 scientific papers (total in 10 papers)

Applications of orthogonal expansions for analytical modeling of multidimensional distributions in stochastic systems on manifold

I. N. Sinitsyn

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
References:
Abstract: Problems of accuracy and sensitivity estimation for algorithms of the analytical modeling method (AMM) based on the multidimensional orthogonal expansions method (OEM) and quasi-moments (QMM) in stochastic systems on manifolds (MStS) with Wiener and Poisson noises are considered. Equations for multidimensional OEM and QMM are given. Problems of reduction of the number of equations for OEM and QMM are discussed. For typical reliability and security problems, equations for OEM and QMM sensitivity functions of the first order are deduced. The results are the basis of the symbolic software tools in MATLAB-MAPLE. A test example for scalar stochastic systems with cybic nonlinearity and multiplicative Gaussian noise is given. Some generalizations are presented.
Keywords: accuracy equations; analytical modeling method (AMM); one- and multidimensional density expansions; orthogonal expansions method (OEM); quasi-moments method (QMM); sensitivity equations; stochastic system on manifold (MStS).
Funding agency Grant number
Russian Foundation for Basic Research 15-07-02244
Received: 09.06.2015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, “Applications of orthogonal expansions for analytical modeling of multidimensional distributions in stochastic systems on manifold”, Sistemy i Sredstva Inform., 25:3 (2015), 4–23
Citation in format AMSBIB
\Bibitem{Sin15}
\by I.~N.~Sinitsyn
\paper Applications of orthogonal expansions for analytical modeling of multidimensional distributions in stochastic systems on manifold
\jour Sistemy i Sredstva Inform.
\yr 2015
\vol 25
\issue 3
\pages 4--23
\mathnet{http://mi.mathnet.ru/ssi414}
\crossref{https://doi.org/10.14357/08696527150301}
\elib{https://elibrary.ru/item.asp?id=24347062}
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  • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Системы и средства информатики
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