Spectral Method for Analysis of Switching Diffusions

Rybakov K. A.; Sotskova I. L.

首页> 外文期刊>IEEE Transactions on Automatic Control >Spectral Method for Analysis of Switching Diffusions

【24h】

Spectral Method for Analysis of Switching Diffusions

机译：切换扩散分析的光谱方法

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

The analysis problem of switching diffusions is considered. This paper presents a new approach based on the spectral method formalism for solving generalized Fokker–Planck equations. The proposed method allows to transform partial differential equations into the linear algebraic equations, and to arrive at a solution in an explicit form. The aspects of applications are discussed. A numerical example is given to illustrate the efficiency of the proposed method.

机译：考虑开关扩散的分析问题。本文提出了一种基于频谱方法形式主义的新方法来求解广义Fokker-Planck方程。所提出的方法允许将偏微分方程转换为线性代数方程，并以显式形式得出解。讨论了应用程序的各个方面。数值例子说明了该方法的有效性。

著录项

来源
《IEEE Transactions on Automatic Control》 |2007年第7期|p.1320-1325|共6页
作者
Rybakov K. A.; Sotskova I. L.;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类自动化系统;
关键词
Generalized Fokker–Planck equations; spectral method; spectral transform; switching diffusions;

机译：广义Fokker-Planck方程;谱方法;谱变换;切换扩散;

相似文献

外文文献
中文文献
专利

1. Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions [J] . Song QS, Yin G, Zhang Z Automatica . 2006,第7期

机译：受控状态切换扩散和状态切换跳跃扩散的数值方法
2. FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS [J] . ALESSANDRO RAMPONI International Journal of Theoretical and Applied Finance . 2012,第5期

机译：方格切换跳跃扩散的傅里叶变换方法和正向启动期权定价
3. Fourier transform methods for regime-switching jump-diffusions and the pricing of forward starting options [J] . Ramponi A. International journal of theoretical and applied finance . 2012,第5期

机译：用于状态转换跳扩散的傅里叶变换方法和正向启动期权的定价
4. Numerical Methods for Controlled Switching Diffusions [C] . G. Yin, C. Zhang, L. Y. Wang International conference on large-scale scientific computing . 2018

机译：受控开关扩散的数值方法
5. Automated spectral zones selection methodology for diffusion theory data preparation for pebble bed reactor analysis [D] . Mphahlele, Ramatsemela 2008

机译：卵石床反应器分析扩散理论数据准备的自动光谱区选择方法
6. Geometric diffusions as a tool for harmonic analysis and structure definition of data: Multiscale methods [O] . R. R. Coifman, S. Lafon, A. B. Lee, 2005

机译：几何扩散作为谐波分析和数据结构定义的工具：多尺度方法
7. Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions [O] . Q. S. Song, G. Yin, Z. Zhang 2006

机译：受控状态切换扩散和状态切换跳跃扩散的数值方法
8. Spectral Decomposition in Advection-Diffusion Analysis by Finite Element Methods, [R] . nickell, r. e. gartling, d. k. 1978

机译：有限元法在平流 - 扩散分析中的光谱分解，

Spectral Method for Analysis of Switching Diffusions

摘要

著录项

相似文献

相关主题

期刊订阅