Statisticheskoe modelirovanie reshenii stokhasticheskikh differentsialnykh uravnenii i sistem so sluchainoi strukturoi / T. A. Averina; Institut vychisl. matematiki i matem. geofiziki SO RAN. - Novosibirsk : Izd-vo SO RAN, 2019. - 349 s. : il., tabl., tsv. il.; 21 sm.; ISBN 978-5-7692-1638-1 : 300 ekz.
Chislennye metody. Algoritmy modelirovaniya sistem so sluchainoi strukturoi : ucheb. pos. dlya vuzov / T. A. Averina ; Novosib. gos. un-t. - Moskva : Yurait, 2022. - 155 s.; ISBN 978-5-534-07204-4
Chislennye metody. Verifikatsiya algoritmov resheniya sistem so sluchainoi strukturoi : ucheb. pos. dlya vuzov / T. A. Averina ; Novosib. gos. un-t. - Moskva : Yurait, 2022. - 178, [1] s. : il., tabl.; ISBN 978-5-534-07205-1
T. A. Averina, K. A. Rybakov, “Rosenbrock-type methods for solving stochastic differential equations”, Sib. Zh. Vychisl. Mat., 27:2 (2024), 123–145
2022
2.
T. A. Averina, “On one method for modeling an nonhomogeneous Poisson point process”, Sib. Zh. Vychisl. Mat., 25:1 (2022), 1–17
2020
3.
T. A. Averina, K. A. Rybakov, “Statistical filtering algorithms for systems with random structure”, Russian Universities Reports. Mathematics, 25:130 (2020), 109–122
T. A. Averina, K. A. Rybakov, “A modification of numerical methods for stochastic differential equations with the first integral”, Sib. Zh. Vychisl. Mat., 22:3 (2019), 243–259; Num. Anal. Appl., 12:3 (2019), 203–218
G. I. Zmievskaya, T. A. Averina, “Fluctuations of a charge on melted drops of silicon carbide during condensation”, Keldysh Institute preprints, 2018, 280, 24 pp.
T. A. Averina, K. A. Rybakov, “Modeling of multistructural systems on manifolds for statistical analysis and filtering problems”, Tambov University Reports. Series: Natural and Technical Sciences, 23:122 (2018), 145–153
T. A. Averina, G. I. Zmievskaya, “The nonequilibrium stage Phase transition of the first kind: stochastic models and algorithms for solving”, Keldysh Institute preprints, 2017, 115, 32 pp.
T. A. Averina, K. A. Rybakov, “An approximate solution of the prediction problem for stochastic jump-diffusion systems”, Sib. Zh. Vychisl. Mat., 20:1 (2017), 1–13; Num. Anal. Appl., 10:1 (2017), 1–10
T. A. Averina, G. I. Zmievskaya, A. L. Bondareva, S. A. Khilkov, “Solution of stochastic analog equation during non-equilibrium stage of phase transition and silicon carbide porosity”, Keldysh Institute preprints, 2016, 021, 37 pp.
T. A. Averina, “Using a randomized method of a maximum cross-section for simulating random structure systems with distributed transitions”, Sib. Zh. Vychisl. Mat., 19:3 (2016), 235–247; Num. Anal. Appl., 9:3 (2016), 179–190
T. A. Averina, S. S. Artemiev, D. D. Smirnov, “Numerical analysis of stochastic models for longitudinal motion missiles Monte Carlo on supercomputer”, Sib. Zh. Ind. Mat., 18:3 (2015), 3–10
2013
12.
T. A. Averina, “A modified algorithm for statistical simulation of multistructural systems with distributed change of structure”, Sib. Zh. Vychisl. Mat., 16:2 (2013), 97–105; Num. Anal. Appl., 6:2 (2013), 91–97
2010
13.
T. A. Averina, “Модифицированный алгоритм статистического моделирования динамических систем с условной марковской структурой”, Matem. Mod. Kraev. Zadachi, 2 (2010), 10–12
14.
T. A. Averina, G. A. Mikhaĭlov, “Algorithms for the exact and approximate statistical modeling of Poisson ensembles”, Zh. Vychisl. Mat. Mat. Fiz., 50:6 (2010), 1005–1016; Comput. Math. Math. Phys., 50:6 (2010), 951–962
T. A. Averina, M. A. Yakunin, “Parameters estimates of a price series model as solution to linear SDE with a Poisson component”, Sib. Zh. Vychisl. Mat., 12:2 (2009), 121–129; Num. Anal. Appl., 2:2 (2009), 99–105
T. A. Averina, “Статистическое моделирование стохастических мультиструктурных систем с распределeнными переходами”, Matem. Mod. Kraev. Zadachi, 2 (2008), 8–10
19.
T. A. Averina, S. S. Artem'ev, “Analysis of the accuracy of Monter Carlo methods for boundary-value problems using probabilistic representation”, Sib. Zh. Vychisl. Mat., 11:3 (2008), 239–250; Num. Anal. Appl., 1:3 (2008), 197–206
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
T. A. Averina, A. A. Alifirenko, “The analysis of stability of a linear oscillator with multiplicative noise”, Sib. Zh. Vychisl. Mat., 10:2 (2007), 127–145
T. A. Averina, S. S. Artem'ev, “Numerical solution to stochastic differential equations with growing variance”, Sib. Zh. Vychisl. Mat., 8:1 (2005), 1–10
T. A. Averina, S. S. Artem'ev, “A new family of numerical methods for solving stochastic
differential equations”, Dokl. Akad. Nauk SSSR, 288:4 (1986), 777–780
Статистические алгоритмы фильтрации для систем со случайно изменяющейся структурой Т. А. Аверина, К. А. Рыбаков International Scientific Conference KOLMOGOROV READINGS – IX. General Control Problems and their Applications (GCP–2020), dedicated to the 70-th birth anniversary of Alexander Ivanovich Bulgakov and to the 90-th anniversary of the Institute of Mathematics, Physics and Information
Technologies of Derzhavin Tambov State University October 13, 2020 13:40
Contact us: