kolmogorov equations
Recently Published Documents


TOTAL DOCUMENTS

223
(FIVE YEARS 47)

H-INDEX

15
(FIVE YEARS 2)

Author(s):  
Mark A. Peletier ◽  
Riccarda Rossi ◽  
Giuseppe Savaré ◽  
Oliver Tse

AbstractWe have created a functional framework for a class of non-metric gradient systems. The state space is a space of nonnegative measures, and the class of systems includes the Forward Kolmogorov equations for the laws of Markov jump processes on Polish spaces. This framework comprises a definition of a notion of solutions, a method to prove existence, and an archetype uniqueness result. We do this by using only the structure that is provided directly by the dissipation functional, which need not be homogeneous, and we do not appeal to any metric structure.


Author(s):  
Anatoliy V. Chigarev ◽  
Michael A. Zhuravkov ◽  
Vitaliy A. Chigarev

The mathematical SIR model generalisation for description of the infectious process dynamics development by adding a testing model is considered. The proposed procedure requires the expansion of states’ space dimension due to variables that cannot be measured directly, but allow you to more adequately describe the processes that occur in real situations. Further generalisation of the SIR model is considered by taking into account randomness in state estimates, forecasting, which is achieved by applying the stochastic differential equations methods associated with the application of the Fokker – Planck – Kolmogorov equations for posterior probabilities. As COVID-19 practice has shown, the widespread use of modern means of identification, diagnosis and monitoring does not guarantee the receipt of adequate information about the individual’s condition in the population. When modelling real epidemic processes in the initial stages, it is advisable to use heuristic modelling methods, and then refine the model using mathematical modelling methods using stochastic, uncertain-fuzzy methods that allow you to take into account the fact that flow, decision-making and control occurs in systems with incomplete information. To develop more realistic models, spatial kinetics must be taken into account, which, in turn, requires the use of systems models with distributed parameters (for example, models of continua mechanics). Obviously, realistic models of epidemics and their control should include models of economic, sociodynamics. The problems of forecasting epidemics and their development will be no less difficult than the problems of climate change forecasting, weather forecast and earthquake prediction.


2021 ◽  
Vol 942 (1) ◽  
pp. 012002
Author(s):  
M A Listova ◽  
V V Dmitrieva ◽  
P E Sizin

Abstract The reliability of modern belt conveyors, whose length reaches tens of kilometers, is primarily determined by the reliability of the roller supports that support the belt and ensure its movement. As they wear out, some roller bearings fail and need to be repaired or replaced. The dynamics of the number of working roller supports is determined by the system of Kolmogorov equations. Their solution allows us to find the probabilities of finding the system in states with a different number of working elements. The article finds probabilities for two cases. In the first case, when restoring, only one roller support is repaired each time. In the second case, all roller supports are repaired or replaced. In the case of sequential recovery, the mathematical expectation of the number of properly working roller supports may be less than the total number by several units. There are always elements that need to be repaired. If the recovery rate of the elements is many times higher than the failure rate, the mathematical expectation of the number of properly operating roller supports is less than the total number of roller supports by less than one, during most of the time all roller supports are serviceable. In the case of simultaneous recovery of elements, an equally high level of reliability is achieved even with comparable failure and recovery rates. The results obtained can be used to determine the necessary reserve of spare structural elements and to plan the maintenance of conveyors.


Mathematics ◽  
2021 ◽  
Vol 9 (20) ◽  
pp. 2559
Author(s):  
Vladimir Vishnevsky ◽  
Konstantin Vytovtov ◽  
Elizaveta Barabanova ◽  
Olga Semenova

This paper investigates the characteristics of the MAP/M/1/N queuing system in the transient mode. The matrix method for solving the Kolmogorov equations is proposed. This method makes it possible, in general, to obtain the main characteristics of the considered queuing system in a non-stationary mode: the probability of losses, the time of the transient mode, the throughput, and the number of customers in the system at time t. The developed method is illustrated by numerical calculations of the characteristics of the MAP/M/1/3 system in the transient mode.


Author(s):  
Paweł SZCZEPAŃSKI

This work examines with the form of the well-known sum: p + q = 1 – which is the sum of the probabilities of opposite events, in particular: the sum of the probabilities of the operational and non-operational (failure) states of a single element (a creation characterised by one output and any number of inputs). It was found that without significantly compromising the accuracy of the previous analyses, it was possible to introduce an additional component to the sum: iiipq3, a component that embodies the probability of an intermediate state, or a reduced operational state. With a constant value of the sum of the components in question, their variation as a function of probability q was determined, following which in the function of the same variable the variation of the entropy of an element's i state was examined using Chapman-Kolmogorov equations; here the focus was on investigating the intensity of the transition from the operational state to the non-operational state or an intermediate state, and from an intermediate state to the non-operational state. The meaning of intermediate probability was also referenced to the object: its diagnostic program, the entropy of structure, the full set of discriminable states, and the relevant transition intensities. It became indispensable in this respect to describe the object using the language of graph theory, in which the basic concepts are layers and an availability matrix. It should be noted that the subject object is an entity that comprises a set of individual elements, with a number and structure of connections that are consistent with the purpose of this entity.


Author(s):  
Vladimir I. Bogachev ◽  
Egor D. Kosov ◽  
Alexander V. Shaposhnikov

2021 ◽  
Vol 294 ◽  
pp. 1-39
Author(s):  
Dang H. Nguyen ◽  
Nhu N. Nguyen ◽  
George Yin

2021 ◽  
Vol 18 (6) ◽  
pp. 6-29
Author(s):  
A. S. Bratus ◽  
A. S. Ocheretyanaya

This article discusses an aspect of the most pressing problem of 2020, that of the spread of infectious diseases. The work considers a railway compartment coach as a particular object of spread of infectious diseases. The objective is to describe spread of the epidemic in a railway coach using a stochastic model. The model of the coach is represented as a network. The processes occurring on the network are considered to be Markov processes. In this paper, two methods of stochastic modelling are applied: modelling based on Kolmogorov equations and Gillespie algorithm. Kolmogorov equations are used to test applicability of Gillespie algorithm, which, in turn, is used to simulate the model of the coach. The obtained data were analysed, and based on that analysis it is possible to make a conclusion about applicability of the model to the case of a typical passenger train.


Sign in / Sign up

Export Citation Format

Share Document