Derivation of Kolmogorov-Chapman type equations with Fokker-Planck operator | Zendy

D.B. Prokopieva | Zendy; T.A Zhuk | Zendy; Наталія Головко | Zendy

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Derivation of Kolmogorov-Chapman type equations with Fokker-Planck operator

Author(s) -

D.B. Prokopieva,

T.A Zhuk,

Наталія Головко

Publication year - 2020

Publication title -

dal nevostochnyi matematicheskii zhurnal

Language(s) - English

Resource type - Journals

ISSN - 1608-845X

DOI - 10.47910/femj202010

Subject(s) - fokker–planck equation , operator (biology) , stochastic differential equation , kolmogorov equations (markov jump process) , differential equation , mathematics , mathematical analysis , flow (mathematics) , poisson distribution , diffusion , exponential function , physics , differential algebraic equation , ordinary differential equation , statistics , geometry , biochemistry , chemistry , repressor , transcription factor , gene , thermodynamics

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.

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