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Title: Numerical and Analytical Methods of Study of Stochastic Systems with Delay

Abstract

This paper is a brief review of methods of qualitative and quantitative study of various classes of stochastic systems with aftereffect. We describe schemes of analysis of stochastic ordinary and partial differential and integrodifferential equations, which are also applicable for their deterministic analogs. These numerical and analytical schemes are implemented in the software package Mathematica and in the language Intel Fortran.

Authors:
 [1]
  1. Perm State University (Russian Federation)
Publication Date:
OSTI Identifier:
22771273
Resource Type:
Journal Article
Journal Name:
Journal of Mathematical Sciences
Additional Journal Information:
Journal Volume: 230; Journal Issue: 5; Conference: International symposium on differential equations, Perm (Russian Federation), 17-18 May 2016; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); Journal ID: ISSN 1072-3374
Country of Publication:
United States
Language:
English
Subject:
97 MATHEMATICAL METHODS AND COMPUTING; ANALYTIC FUNCTIONS; COMPUTER CODES; FORTRAN; INTEGRO-DIFFERENTIAL EQUATIONS; REVIEWS; STOCHASTIC PROCESSES

Citation Formats

Poloskov, I. E., E-mail: polosk@psu.ru, E-mail: Igor.Poloskov@gmail.com. Numerical and Analytical Methods of Study of Stochastic Systems with Delay. United States: N. p., 2018. Web. doi:10.1007/S10958-018-3782-4.
Poloskov, I. E., E-mail: polosk@psu.ru, E-mail: Igor.Poloskov@gmail.com. Numerical and Analytical Methods of Study of Stochastic Systems with Delay. United States. doi:10.1007/S10958-018-3782-4.
Poloskov, I. E., E-mail: polosk@psu.ru, E-mail: Igor.Poloskov@gmail.com. Tue . "Numerical and Analytical Methods of Study of Stochastic Systems with Delay". United States. doi:10.1007/S10958-018-3782-4.
@article{osti_22771273,
title = {Numerical and Analytical Methods of Study of Stochastic Systems with Delay},
author = {Poloskov, I. E., E-mail: polosk@psu.ru, E-mail: Igor.Poloskov@gmail.com},
abstractNote = {This paper is a brief review of methods of qualitative and quantitative study of various classes of stochastic systems with aftereffect. We describe schemes of analysis of stochastic ordinary and partial differential and integrodifferential equations, which are also applicable for their deterministic analogs. These numerical and analytical schemes are implemented in the software package Mathematica and in the language Intel Fortran.},
doi = {10.1007/S10958-018-3782-4},
journal = {Journal of Mathematical Sciences},
issn = {1072-3374},
number = 5,
volume = 230,
place = {United States},
year = {2018},
month = {5}
}