LI Jie, CHEN Jian-bing. Some New Advances in the Probability Density Evolution Method[J]. Applied Mathematics and Mechanics, 2017, 38(1): 32-43. doi: 10.21656/1000-0887.370336
Citation: LI Jie, CHEN Jian-bing. Some New Advances in the Probability Density Evolution Method[J]. Applied Mathematics and Mechanics, 2017, 38(1): 32-43. doi: 10.21656/1000-0887.370336

Some New Advances in the Probability Density Evolution Method

doi: 10.21656/1000-0887.370336
Funds:  The National Natural Science Foundation of China(51538010;11672209)
  • Received Date: 2016-11-04
  • Publish Date: 2017-01-15
  • The governing equation and solving algorithm of the probability density evolution method for stochastic dynamical systems were outlined. On this basis, some new advances in the solution of the generalized density evolution equation were discussed, including the ensemble evolution equation and its solution, the rational criterion for partitioning of the probability space, the densification technique of point set and the information reconstruction, etc.
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