Derivation of Kolmogorov-Chapman type equations with Fokker-Planck operator
In this paper we obtain the differential equation of the type Kolmogorov-Chapman with differential operator of the Fokker-Planck, having theoretical and practical value in the differential equations theory. Equations concerning non-stationary and stationary characteristics of the number of applicati...
Gespeichert in:
Veröffentlicht in: | Dalʹnevostochnyĭ matematicheskiĭ zhurnal 2020-06, p.90-107 |
---|---|
Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | In this paper we obtain the differential equation of the type Kolmogorov-Chapman with differential operator of the Fokker-Planck, having theoretical and practical value in the differential equations theory. Equations concerning non-stationary and stationary characteristics of the number of applications obtained for a class of Queuing systems (QS) with an infinite storage device, one service device with exponential service, the input of which is supplied twice stochastic a Poisson flow whose intensity is a random diffusion process with springy boundaries and a non-zero drift coefficient. Service systems with diffusion intensity of the input flow are used for modeling of global computer networks nodes. |
---|---|
ISSN: | 1608-845X |
DOI: | 10.47910/FEMJ202010 |