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
收藏
页码：330 / 334
页数：5
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