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On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems

Author

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  • Bonzani, I.
  • Zavattaro, M.G.
  • Bellomo, N.

Abstract

This paper deals with the problem of the continuous approximation of the probability density and of the entropy function of a large class of nonlinear stochastic systems with random initial conditions and parameters. The proposed method generalizes to the stochastic case a continuous approximation method proposed for deterministic nonlinear systems and provides an accurate quasi-analytic approximation continuous in time and in the state space.

Suggested Citation

  • Bonzani, I. & Zavattaro, M.G. & Bellomo, N., 1987. "On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 29(3), pages 233-241.
    • Handle: RePEc:eee:matcom:v:29:y:1987:i:3:p:233-241
    DOI: 10.1016/0378-4754(87)90133-9
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    References listed on IDEAS

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    1. Bellomo, N. & Cafaro, E. & Rizzi, G., 1984. "On the mathematical modelling of physical systems by ordinary differential stochastic equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 26(4), pages 361-367.
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