A randomized maximum cross-section method to simulate random structure systems with distributed transitions

DOI10.1134/S1995423916030010zbMATH Open1374.93320OpenAlexW2516419403MaRDI QIDQ2963853FDOQ2963853

Authors: T. A. Averina 

Publication date: 21 February 2017

Published in: Numerical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995423916030010

Recommendations

• A modified algorithm for statistical simulation of multistructural systems with distributed change of structure
• Algorithm for statistical simulation of two types of random-structure systems
• scientific article; zbMATH DE number 1882450
• Comparison of a statistical simulation method and a spectral method for analysis of stochastic multistructure systems with distributed transitions
• Two methods for analyzing stochastic multistructural systems with distributed structure changes

zbMATH Keywords

stochastic differential equationnumerical methodstatistical simulationPoisson flowmaximum cross-section methodrandom structure system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Cited In (5)

• Maximum cross section method in the filtering problem for continuous systems with Markovian switching
• A modified algorithm for statistical simulation of multistructural systems with distributed change of structure
• Statistical filtering algorithms for systems withrandom structure
• Algorithm for statistical simulation of two types of random-structure systems
• Title not available (Why is that?)

This page was built for publication: A randomized maximum cross-section method to simulate random structure systems with distributed transitions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2963853)