MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART I: APPROXIMATIONS FOR EXPECTATION AND VARIANCE OF NONSTATIONARY PROCESS
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Publication:4799022
DOI10.1142/S0218202599000543zbMath1009.60066OpenAlexW2057070471MaRDI QIDQ4799022
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Publication date: 16 March 2003
Published in: Mathematical Models and Methods in Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218202599000543
ordinary differential equationspectral densitycovarianceinvariant processesdamping matricesspace nonhomogeneities
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MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS ⋮ Temperature fields in machining processes and heat transfer models ⋮ Thermomechanical effects in the flow of a fluid in porous media ⋮ Optimization of traffic flow conditions by minimization of quadratic functionals
Cites Work
- Stochastic partial differential equations in continuum physics - on the foundations of the stochastic interpolation method for Ito's type equations
- Long asymptotic correlation time for non-linear autonomous Itô's stochastic differential equation
- Finite element applications on a shared-memory multiprocessor: Algorithms and experimental results
- MODELLING OF HIGH-DIMENSIONAL DIFFUSION STOCHASTIC PROCESS WITH NONLINEAR COEFFICIENTS FOR ENGINEERING APPLICATIONS — PART II: APPROXIMATIONS FOR COVARIANCE AND SPECTRAL DENSITY OF STATIONARY PROCESS
- On the Factorization of Non-Negative Definite Matrices
- Asymptotic Series for Singularly Perturbed Kolmogorov–Fokker–Planck Equations
- On Transition Densities of Singularly Perturbed Diffusions with Fast and Slow Components
- The Monte Carlo Method
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