Stochastic Systems

Probabilistic characteristics of the nonlinear dynamic parabolic system with random coefficients

A. N. Katulev, A. N. Kudinov, M. F. Malevinsky

Tver State University

Abstract: A method to calculate the probabilistic characteristics of a nonlinear stochastic dynamic system by approximation of the solution of nonlinear stochastic system of parabolic equations by a segment of a uniformly converging generalized Kotel'nikov series was presented. It is applicable to any probability distributions of the random coefficients of equations for which expectations exist and provides precise solutions while considering a smaller number of the interpolation nodes as compared with the existing methods.

PACS: 89.70.+с

Presented by the member of Editorial Board: A. I. Kibzun

Received: 05.05.2008

 English version: Automation and Remote Control, 2009, 70:8, 1340–1350

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