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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2016, Volume 19, Number 3, Pages 235–247
DOI: https://doi.org/10.15372/SJNM20160301 (Mi sjvm615) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Using a randomized method of a maximum cross-section for simulating random structure systems with distributed transitions

T. A. Averinaab

a Novosibirsk State University, Pirogova st., 2, Novosibirsk, 630090, Russia
b Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia
Full-text PDF (569 kB) Citations (5) English version article
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DOI: https://doi.org/10.15372/SJNM20160301
Abstract: In this paper we consider the random structure systems with distributed transitions. A theorem about the form of conditional structure distributions has been proved. To simulatethese distributions a statistical algorithm using a randomized method of maximum cross-section is constructed. Also, a modified version of this algorithm using the simulation of one random number has been constructed. The algorithms developed were used for the simulation of the numerical solution of random structure systems with distributed transitions. The theorem about a weak convergence of the numerical solution, obtained by the algorithms developed has been proved.
Key words: statistical simulation, systems with a random structure, stochastic differential equations, Poisson flow, numerical methods, maximum cross-section method.
Funding agency Grant number
Ministry of Education and Science of the Russian Federation НШ-9049.2016.1
Russian Foundation for Basic Research 14-01-0078
Received: 30.10.2015
Revised: 03.12.2015
English version:
Numerical Analysis and Applications, 2016, Volume 9, Issue 3, Pages 179–190
DOI: https://doi.org/10.1134/S1995423916030010
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: T. A. Averina, “Using a randomized method of a maximum cross-section for simulating random structure systems with distributed transitions”, Sib. Zh. Vychisl. Mat., 19:3 (2016), 235–247; Num. Anal. Appl., 9:3 (2016), 179–190
Citation in format AMSBIB
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