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Zhurnal SVMO, 2016, Volume 18, Number 1, Pages 126–134 (Mi svmo586)  

This article is cited in 1 scientific paper (total in 1 paper)

Mathematical modeling and computer science

Modeling of a non-stationary trajectories ensemble using Fokker-Planck equation

L. V. Klochkova, Yu. N. Orlov, S. A. Feodorov

Keldysh Institute of Applied Mathematics of Russian Academy of Sciences, Moscow

Abstract: There is Discusses the kinetic Fokker-Planck equation for sample density distribution functions of random variables seen in practice in the form of the time number. Instead of studying one of the possible realizations of the time series it is proposed to consider an ensemble of random trajectories generated by the empirical distribution function. A model is proposed to describe the time variation functional defined on random trajectories and practical importance. This, for example, the indicator of level of pollution of the metropolis in the form of average pollutant concentration over a certain period of time, a similar indicator of the changing epidemiology in the region, the functional efficiency in the management of pollution in the form of lower pollution levels as a result of certain actions, etc. There is formulated a method of testing the control functions for the non-stationary trajectories ensemble.

Keywords: random distribution function, the Fokker-Planck equation, the ensemble of non-stationary trajectories, the testing control functions

Funding Agency Grant Number
Russian Foundation for Basic Research 14-01-00145


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UDC: 51.7:532.546

Citation: L. V. Klochkova, Yu. N. Orlov, S. A. Feodorov, “Modeling of a non-stationary trajectories ensemble using Fokker-Planck equation”, Zhurnal SVMO, 18:1 (2016), 126–134

Citation in format AMSBIB
\Bibitem{KloOrlFeo16}
\by L.~V.~Klochkova, Yu.~N.~Orlov, S.~A.~Feodorov
\paper Modeling of a non-stationary trajectories ensemble using Fokker-Planck equation
\jour Zhurnal SVMO
\yr 2016
\vol 18
\issue 1
\pages 126--134
\mathnet{http://mi.mathnet.ru/svmo586}
\elib{http://elibrary.ru/item.asp?id=26322427}


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    Citing articles on Google Scholar: Russian citations, English citations
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    This publication is cited in the following articles:
    1. L. V. Klochkova, Yu. N. Orlov, R. V. Pleshakov, “Kineticheskoe uravnenie dlya modelirovaniya nestatsionarnykh neekvidistantnykh vremennykh ryadov”, Zhurnal SVMO, 20:1 (2018), 78–87  mathnet  crossref  elib
  • Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva
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