Numerical Solution Algorithms for Stochastic Differential Systems with Switching Diffusion

N. V. Chernykh; P. V. Pakshin

首页> 外文期刊>Automation and Remote Control >Numerical Solution Algorithms for Stochastic Differential Systems with Switching Diffusion

【24h】

Numerical Solution Algorithms for Stochastic Differential Systems with Switching Diffusion

机译：带切换扩散的随机微分系统的数值解算法

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

This paper considers mathematical models of hybrid systems governed by stochastic differential equations with Markovian switching of the diffusion component. An extension of the well-known numerical Taylor schemes is proposed to approximate solutions of such equations. Finally, the results of numerical simulation in Scilab are presented.

机译：本文考虑了由随机微分方程控制的带有扩散分量的马尔可夫切换的混合系统的数学模型。提出了众所周知的数值泰勒格式的扩展，以近似这些方程的解。最后，给出了在Scilab中进行数值模拟的结果。

著录项

来源
《Automation and Remote Control》 |2013年第12期|共27页
作者
N. V. Chernykh; P. V. Pakshin;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类远动化系统;
关键词

相似文献

外文文献
中文文献
专利

1. Numerical Solution Algorithms for Stochastic Differential Systems with Switching Diffusion [J] . N. V. Chernykh, P. V. Pakshin Automation and Remote Control . 2013,第12期

机译：带切换扩散的随机微分系统的数值解算法
2. APPROXIMATION METHODS FOR HYBRID DIFFUSION SYSTEMS WITH STATE-DEPENDENT SWITCHING PROCESSES: NUMERICAL ALGORITHMS AND EXISTENCE AND UNIQUENESS OF SOLUTIONS [J] . G. YIN, XUERONG MAO, CHENGGUI YUAN, SIAM Journal on Mathematical Analysis . 2010,第6期

机译：具有状态切换过程的混合扩散系统的逼近方法：数值算法和解的存在与唯一性
3. Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems [J] . Zong X., Wu F., Tian T. Journal of difference equations and applications . 2013,第11a12期

机译：态切换跳跃扩散系统数值解的稳定性和随机镇定
4. Applications of Numerical Methods for Stochastic Controlled Switching Diffusions with a Hidden Markov Chain: Case Studies on Distributed Power Management and Communication Resource Allocation [C] . Zhixin Yang, Le Yi Wang, George Yin, Finite difference methods, theory and applications . 2015

机译：数值方法在具有隐马尔可夫链的随机控制开关扩散中的应用：分布式电源管理和通信资源分配的案例研究
5. Numerical methods and stochastic simulation algorithms for reaction-drift-diffusion systems [D] . Mauro, Ava J. 2014

机译：反应-漂移-扩散系统的数值方法和随机模拟算法
6. Multiscale Stochastic Reaction–Diffusion Algorithms Combining Markov Chain Models with Stochastic Partial Differential Equations [O] . Hye-Won Kang, Radek Erban -1

机译：马尔可夫链模型与随机偏微分方程相结合的多尺度随机反应扩散算法
7. Approximation methods for hybrid diffusion systems with state-dependent switching processes : numerical algorithms and existence and uniqueness of solutions [O] . Yin, G., Mao, X., Yuan, C., 2010

机译：具有状态依赖切换过程的混合扩散系统的逼近方法：数值算法以及解的存在性和唯一性
8. Algorithms for the Different Steps in the Numerical Solution of Partial Differential Equations and Application to the Design of an Ion Extraction System [R] . Haeuser, J., Tanzer, F. 1978

机译：偏微分方程数值解中不同步骤的算法及其在离子提取系统设计中的应用

Numerical Solution Algorithms for Stochastic Differential Systems with Switching Diffusion

摘要

著录项

相似文献

相关主题

期刊订阅