Mean-field approximation of counting processes from a differential equation perspective
Deterministic limit of a class of continuous time Markov chains is considered based purely on differential equation techniques. Starting from the linear system of master equations, ordinary differential equations for the moments and a partial differential equation, called Fokker–Planck equation, for...
Elmentve itt :
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| Dokumentumtípus: | Folyóirat |
| Megjelent: |
2016
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| Sorozat: | Electronic journal of qualitative theory of differential equations : special edition
2 No. 75 |
| Kulcsszavak: | Differenciálegyenlet |
| doi: | 10.14232/ejqtde.2016.1.75 |
| Online Access: | http://acta.bibl.u-szeged.hu/73742 |
| Tartalmi kivonat: | Deterministic limit of a class of continuous time Markov chains is considered based purely on differential equation techniques. Starting from the linear system of master equations, ordinary differential equations for the moments and a partial differential equation, called Fokker–Planck equation, for the distribution is derived. Introducing closures at the level of the second and third moments, mean-field approximations are introduced. The accuracy of the mean-field approximations and the Fokker–Planck equation is investigated by using two differential equation-based and an operator semigroup-based approach. |
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| Terjedelem/Fizikai jellemzők: | 17 |
| ISSN: | 1417-3875 |