The stochastic characteristics stability in the problem of the dynamic filtration with delay

The stochastic characteristics stability in the problem of the dynamic filtration with delay

In this paper thesolution’s calculation of linear differential equation with delay is considered. It is supposed that initial conditions are the set with random error and we have chance of updating the solution in periodic timepointswith the same error. The dependence between the estimate dispersion...

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1. Verfasser: Chashnikov, Mikhail
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Delay
Dependence
Differential equations
Dispersion
Dynamic stability
Error analysis
Initial conditions
Random errors
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description In this paper thesolution’s calculation of linear differential equation with delay is considered. It is supposed that initial conditions are the set with random error and we have chance of updating the solution in periodic timepointswith the same error. The dependence between the estimate dispersion and the measuring error dispersion is recieved.
doi_str_mv 10.1063/1.4992348
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subjects Delay
Dependence
Differential equations
Dispersion
Dynamic stability
Error analysis
Initial conditions
Random errors
title The stochastic characteristics stability in the problem of the dynamic filtration with delay
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