Some New Advances in the Probability Density Evolution Method
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摘要: 介绍了随机动力系统中概率密度演化理论的基本方程与求解方法〖CX4〗.〖CX〗在此基础上,论述了广义概率密度演化方程求解的若干新进展,包括群演化方程及其求解、概率空间剖分的理性准则、点集加密技术与信息拓展方法等.Abstract: 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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