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JOURNALS // Dal'nevostochnyi Matematicheskii Zhurnal // Archive

Dal'nevost. Mat. Zh., 2020 Volume 20, Number 1, Pages 90–107 (Mi dvmg423)

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

D. B. Prokopievaa, T. А. Zhukb, N. I. Golovkob

a Pacific Higher Naval College after S.O.Makarov, Vladivostok
b Far Eastern Federal University, Vladivostok

Abstract: 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.

Key words: Kolmogorov – Chapman type differential equations, Fokker – Planck differential operator, double stochastic Poisson flow, diffusion process, Queuing system, probabilistic characteristics of the applications number.

UDC: 517.958+519.21+004.7

MSC: Primary 05-04; Secondary 34A35

Received: 17.04.2019

DOI: 10.47910/FEMJ202010



© Steklov Math. Inst. of RAS, 2024