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The application of methods of nonlinear wave dynamics to some stochastic problems


A. G. Bagdoev, V.I. Erofeyev, A. V. Shekoyan

The paper is devoted to the problem of investigation of probability of sоme stochastic processes in informatics, economics, biology, mechanics, by means of application of methods developed in nonlinear wave dynamics. First the one random parameter problem is solved in application to typical explosive genetic problem of fag formation and to biochemical problem of neirohormones. Furthermore the problems of multiparameter stochastic processes are investigated by reduction to one large parameter problem and by using its mean curve from which, as formerly in one dimensional problem, the linear and nonlinear coefficients of diffusion equation for probability and the solution in form of shock wave are obtained. The applications are shown to various problems: of economic crisis prediction, of calculation of probabilities for information variation in information channels, for chaotic detector channels, for water distributions, for pandemics, for aircraft dangerous approach, on account of mentioned nonlinearity, for turbulence model, for claster systems in physics and biology.
June 24, 2020
May 29, 2020

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