A Stochastic Dynamical System with Nonlinear State-Transition Rates and its Moment-Stability

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概要

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• We propose a state-transition rate model characterizing continuous-time, one-step jump processes, which are currently studied in scientific and engineering fields. The proposed model has the second-order nonlinearity in terms of each state on both upward- and downward transitions. We lead it through a master equation to a nonlinear Ito stochastic differential equation, which is estimated by a system-size expansion technique. As a result, a Riccati equation and a linear stochastic differential equation are derived, and a nonlinear input-output relation is revealed. Solving these equations, we find dynamical moment-processes and obtain stable regions as well unstable regions.

• 東海大学の論文

著者

• Mayama Osamu

  Department Of Management Systems Engineering

• Mayama Osamu

  Department Of Nuclear Engineering Faculty Of Engineering.

• Kuroda Yoshiteru

  Department Of Nuclear Engineering Faculty Of Engineering.

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