Numerical Solution of the Kolmogorov-Feller Equation with Singularities

被引：1

作者：

Baranov, N. A. ^{[1
]}

Turchak, L. I. ^{[1
]}

机构：

[1] Russian Acad Sci, Dorodnicyn Comp Ctr, Moscow 119333, Russia

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2010年 / 50卷 / 02期

基金：

俄罗斯基础研究基金会;

关键词：

Kolmogorov-Feller integro-differential equation; kernel with delta function singularities; numerical method;

D O I：

10.1134/S0965542510020144

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A method is proposed for solving the Kolmogorov-Feller integro-differential equation with kernels containing delta function singularities. The method is based on a decomposition of the solution into regular and singular parts.

引用

页码：330 / 334

页数：5

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