Numerical solution to a system of differential equations for probability measures

DOI10.1134/S0965542518090142zbMath1405.65083OpenAlexW2896598051MaRDI QIDQ1757625

A. I. Noarov

Publication date: 15 January 2019

Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0965542518090142

zbMATH Keywords

numerical methodMarkov processstationary distribution

Mathematics Subject Classification ID

Diffusion processes (60J60) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Related Items (1)

Efficient projection method for a system of differential equations of Fokker-Planck type

Cites Work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• A sufficient condition of existence of a time-dependent solution to the Fokker-Planck equation
• A system of elliptic equations for probability measures
• On the substantiation of a projection method for the stationary Fokker-Planck equation
• Stability of dynamical systems
• Numerical analysis of the Fokker-Planck equation
• Numerical stabilization of the Lorenz system by a small external perturbation
• Numerical optimization of certain dynamical stochastic systems
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