Numerical solution of a system of differential equations for probability measures

Noarov, A.

doi:10.31857/S004446690002524-7

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Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki

Issue 9

Numerical solution of a system of differential equations for probability measures

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Numerical solution of a system of differential equations for probability measures

PII

S004446690002524-7-1

DOI

10.31857/S004446690002524-7

Publication type

Article

Status

Published

Authors

A. Noarov

Affiliation: ICM RAS
Address: Russian Federation

Journal name

Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki

Edition

Volume 58 Issue 9

Pages

1455-1461

Abstract

Keywords

Received

19.12.2018

Publication date

19.12.2018

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GOST	Noarov A. Numerical solution of a system of differential equations for probability measures // Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki – 2018. – V. 58. – Issue 9 C. 1455-1461 [Electronic resource]. URL: http://ras.jes.su/zvmmf/s207987840001700-9-1-en (circulation date: 16.04.2024). DOI: 10.31857/S004446690002524-7
MLA	Noarov, A. "Numerical solution of a system of differential equations for probability measures." Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki 58.9 (2018):1455-1461. DOI: 10.31857/S004446690002524-7
APA	Noarov A. (2018). Numerical solution of a system of differential equations for probability measures. Zhurnal vychislitelnoi matematiki i matematicheskoi fiziki 58(9), pp.1455-1461 DOI: 10.31857/S004446690002524-7

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1. Noarov A.I. Ob odnom dostatochnom uslovii suschestvovaniya statsionarnogo resheniya uravneniya Fokkera-Planka // Zh. vychisl. matem. i matem. fiz. 1997. T. 37. № 5. S. 587–598.

2. Noarov A.I. Chislennoe issledovanie uravneniya Fokkera–Planka // Zh. vychisl. matem. i matem. fiz. 1999. T. 39. № 8. S. 1337–1347.

3. Noarov A.I. K obosnovaniyu proektsionnogo metoda dlya statsionarnogo uravneniya Fokkera–Planka // Zh. vychisl. matem. i matem. fiz. 2011. T. 51. № 4. S. 647–653.

4. Noarov A.I. Sistema ehllipticheskikh uravnenij dlya veroyatnostnykh mer // Doklady Akademii Nauk, 2014. T. 458. № 1. S. 12–17.

5. Noarov A.I. Otklik dinamicheskoj sistemy na maloe izmenenie pravoj chasti i konechnomernye analogi uravneniya Fokkera-Planka // Zh. vychisl. matem. i matem. fiz. 2005. T. 45. № 7. S. 1237–1250.

6. Noarov A.I. Chislennaya stabilizatsiya sistemy Lorentsa malym vneshnim vozdejstviem // Zh. vychisl. matem. i matem. fiz. 2006. T. 46. № 8. S. 1415–1422.

7. Noarov A.I. K chislennoj optimizatsii nekotorykh dinamiko-stokhasticheskikh sistem // Zh. vychisl. matem. i matem. fiz. 2007. T. 47. № 7. S. 1179–1186.