CLOSURE APPROXIMATION ERROR IN THE MEAN SOLUTION OF STOCHASTIC DIFFERENTIAL-EQUATIONS BY THE HIERARCHY METHOD

被引：4

作者：

ADOMIAN, G

MALAKIAN, K

机构：

[1] Center for Applied Mathematics, University of Georgia, Athens, Georgia

来源：

JOURNAL OF STATISTICAL PHYSICS | 1979年 / 21卷 / 02期

关键词：

closure approximation; differential equation; hierarchy method; iterative method; Stochastic; stochastic Green's function; truncation error;

D O I：

10.1007/BF01008697

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

The iterative or stochastic Green's function method of solution of stochastic differential equations is used to find the error terms in the solution and mean solution due to truncation in the hierarchy method. A comparison is made of solutions by the iterative and the hierarchy method. © 1979 Plenum Publishing Corporation.

引用

页码：181 / 189

页数：9

共 6 条

[1] RANDOM OPERATOR EQUATIONS IN MATHEMATICAL PHYSICS .1. [J].

ADOMIAN, G .

JOURNAL OF MATHEMATICAL PHYSICS, 1970, 11 (03) :1069-&

[2]

Adomian G., 1971, Journal of Statistical Physics, V3, P127, DOI 10.1007/BF01019846

[3]

ELROD M, 1973, THESIS U GEORGIA

[4]

VANKAMPEN N, 1974, FUNDAMENTAL PROBLEMS, V3, P257

[5]

VANKAMPEN NG, 1974, PHYSICA, V74, P239, DOI 10.1016/0031-8914(74)90122-0

[6] CUMULANT EXPANSION FOR STOCHASTIC LINEAR-DIFFERENTIAL EQUATIONS .1. [J].

VANKAMPEN, NG .

PHYSICA, 1974, 74 (02) :215-238

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