Solution of generalized density evolution equation via a family of \(\delta\) sequences
DOI10.1007/s00466-008-0345-4zbMath1175.65008MaRDI QIDQ1021157
Jie Li, Jianbing Chen, Wenliang Fan
Publication date: 8 June 2009
Published in: Computational Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00466-008-0345-4
algorithm; numerical examples; method of characteristics; formal solution; generalized density evolution equation; \(\delta\) sequences; principle of preservation of probability; stochastic nonlinear dynamical system
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
37H10: Generation, random and stochastic difference and differential equations
35R60: PDEs with randomness, stochastic partial differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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