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

Noarov Alexander I.

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

机译：Fokker-Planck型微分方程系统的高效投影方法

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摘要

A system of ordinary differential equations describing a stationary distribution of a Markov process with the phase space R x {1, 2, . . . , M} is considered. The finite element method is proposed for calculation of its solution as a probability density.

机译：一种常微分方程系统，其描述Markov过程的静止分布与相空间R x {1,2，。。。，M}被认为是。提出了用于计算其作为概率密度的溶液的有限元方法。

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来源
《Russian Journal of Numerical Analysis and Mathematical Modelling》 |2019年第3期|133-142|共10页
作者
Noarov Alexander I.;
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作者单位

RAS Marchuk Inst Numer Math Moscow 119333 Russia;

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正文语种 eng
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关键词
Markov process; stationary distribution; numerical method; projection method; finite element method;

机译：马尔可夫工艺;静止分布;数值方法;投影方法;有限元方法;

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1. Efficient projection method for a system of differential equations of Fokker-Planck type [J] . Noarov Alexander I. Russian Journal of Numerical Analysis and Mathematical Modelling . 2019,第3期

机译：Fokker-Planck型微分方程组的有效投影方法
2. The stability of Ritz-Volterra projection and error estimates for finite element methods for a class of integro-differential equations of parabolic type [J] . Lin Yanping, Zhang Tie Applications of mathematics . 1991,第2期

机译：一类抛物型积分微分方程的有限元方法的Ritz-Volterra投影的稳定性和误差估计
3. Methodological Approaches for the Fokker-Planck Equation Associated to Nonlinear Stochastic Differential Systems with Uncertain Parameters [J] . Mohamed Ben Said, Ihsane Salleh, Lahcen Azrar Complex Systems . 2019,第4期

机译：具有不确定参数的非线性随机微分系统的Fokker-Planck方程的方法学方法
4. Using an efficient method to uncouple differential equations applied to obtain the dynamic equations and their solution for multiple pendulum systems with Maple [C] . Horacio Martinez-Alfaro International Conference on Modeling, Simulation and Visualization Methods . 2007

机译：使用高效的方法来利用应用于获得动态方程的辅助差分方程及其对枫叶的多个摆系统的动态方程及其解决方案
5. Solving the Poisson partial differential equation using vector space projection methods. [D] . Marendic, Boris. 2007

机译：使用向量空间投影方法求解泊松偏微分方程。
6. Modeling the kinetics of acylation of insulin using a recursive method for solving the systems of coupled differential equations. [O] . B A Grzybowski, J R Anderson, I Colton, 2000

机译：使用递归方法对耦合的微分方程组求解的胰岛素酰化动力学建模。
7. Erratum to “Projection-proximal methods for general variational inequalities” J. Math. Anal. Appl. 318 (2006) 53–62. Erratum to “The improved LaSalle-type theorems for stochastic functional differential equations” J. Math. Anal. Appl. 318 (2006) 134–154. Erratum to “Iterative approximation of fixed points of nonexpansive mappings” J. Math. Anal. Appl. 318 (2006) 288–295. Erratum to “On the stability of the orthogonal Pexiderized Cauchy equation” J. Math. Anal. Appl. 318 (2006) 211–223. Erratum to “On semilinear elliptic equations involving concave–convex nonlinearities and sign-changing weight function” J. Math. Anal. Appl. 318 (2006) 253–270 [O] . The Publisher 2006

机译：勘误表“一般变分不等式的投影近邻方法” J．数学。肛门应用318（2006）53-62。勘误“对随机泛函微分方程的改进的LaSalle型定理” J.数学。肛门应用318（2006）134–154。勘误表为“非膨胀映射的不动点的迭代逼近” J.数学。肛门应用318（2006）288–295。勘误表“关于正交Pexiderized Cauchy方程的稳定性” J.数学。肛门应用318（2006）211–223。参见“关于涉及凹凸非线性和符号变权函数的半线性椭圆方程”的勘误。数学。肛门应用318（2006）253–270
8. On the Efficient Solution of Nonlinear Equations in Numerical Methods for Stiff Differential Systems [R] . Soederlind, G. 1981

机译：关于刚性微分系统数值方法中非线性方程的有效解

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

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