Probabilistic characteristics of the nonlinear dynamic parabolic system with random coefficients

被引:0
作者
Katulev, A. N. [1 ]
Kudinov, A. N. [1 ]
Malevinskii, M. F. [1 ]
机构
[1] Tver State Univ, Tver 170013, Russia
关键词
89.70.+c;
D O I
10.1134/S0005117909080074
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
A method to calculate the probabilistic characteristics of a nonlinear stochastic dynamic system by approximation of the solution of nonlinear stochastic system of parabolic equations by a segment of a uniformly converging generalized Kotel'nikov series was presented. It is applicable to any probability distributions of the random coefficients of equations for which expectations exist and provides precise solutions while considering a smaller number of the interpolation nodes as compared with the existing methods.
引用
收藏
页码:1340 / 1350
页数:11
相关论文
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[Anonymous], 1983, Stochastic systems
[2]  
Chernetskii V. I., 1968, ANALIZ TOCHNOSTI NEL
[3]  
KALITKIN NN, 1978, CHISLENNYE METODY
[4]  
KUDINOV AN, 2006, IZV VUZ RADIOFIZ+, V49, P712
[5]  
KUDINOV AN, 2005, MATEMATICHESKIE METO
[6]  
KUZNETSOV DF, 2001, CHISLENNOE MODELIROV
[7]  
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