Finite volume computation for the non-stationary probability density function of an impulsively controlled 1-D diffusion process

IF 0.4 Q4 ENGINEERING, MULTIDISCIPLINARY
Y. Yaegashi, H. Yoshioka, M. Tsujimura, M. Fujihara
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引用次数: 0

Abstract

We derive a Fokker Planck Equation (FPE) governing probability density functions (PDFs) of an impulsively controlled 1-D diffusion process in seasonal population management problems. Two interventions are considered: perfect (completely controllable) and imperfect interventions (not completely controllable). The FPE is an initialand boundary-value problem subject to a non-local boundary condition along a moving boundary. We show that an finite volume method (FVM) with a domain transformation realizes a conservative discretization for the FPE. We demonstrate that the computed PDFs with the FVM and those with a Monte Carlo method agree well.
脉冲控制一维扩散过程非平稳概率密度函数的有限体积计算
本文推导了季节性种群管理问题中脉冲控制一维扩散过程的概率密度函数的Fokker - Planck方程(FPE)。考虑两种干预措施:完美(完全可控)和不完美干预(不完全可控)。FPE是一个沿运动边界具有非局部边界条件的初值边值问题。利用域变换实现了有限体积法的保守离散化。我们证明了用FVM计算的pdf和用蒙特卡罗方法计算的pdf是一致的。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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