Time evolution of probability density in stochastic dynamical systems with time delays: the governing equation and its numerical solution

DOI10.1063/5.0125949MaRDI QIDQ6571513zbMATH OpenFDO

Authors Xu Sun, Fang Yang

Publication date 12 July 2024

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0125949

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Dynamical systems and ergodic theory (37-XX)

Cites work

• Governing equations for probability densities of stochastic differential equations with discrete time delays
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
• Nonlinear and stochastic climate dynamics
• Nonlinear climate dynamics
• Positive densities of transition probabilities of diffusion processes
• The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density

Cited in

(3)

• Matrix numerical method for probability densities of stochastic delay differential equations
• Density evolution in stochastic dynamical systems with memory: a universal algorithm
• Influence of delay and white noise on a population model with prey-commensalism and cooperative hunting of predators

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