This article is cited in 6 papers

Two methods for analyzing stochastic multi-structural systems with distributed structure changes

T. A. Averina^a, K. A. Rybakov<sup>b

a</sup> Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences
^b Moscow Aviation Institute

Abstract: The statistical simulation method and the spectral method for the stochastic multi-structural systems analysis are considered. There are given algorithms for the analysis problem solution. Numerical examples are given to illustrate the efficiency of the proposed methods.

Key words: stochastic multi-structural systems, switching diffusions, analysis problem, generalized Fokker–Planck–Kolmogorov equations, statistical simulation method, spectral method.

UDC: 519.676+621.391

Received: 26.09.2006
Revised: 19.03.2007

 English version: Numerical Analysis and Applications, 2008, 1:1, 1–16