Fokker-Planck Equations: Uncertainty in Network Security Games and Information

Abstract

We have significant accomplishments on uncertainty quantification in inverse problems for dynamical systems, generalized sensitivity and optimal design of experiments, elasticity and viscoelasticity modeling for buried target detection, and general inverse problem methodology for proliferating populations. Our efforts have continued on development of efficient accurate integration of Fokker Planck equations. Our objective is to analyze and optimize the dynamic behavior of nonlinear stochastic differential equations, especially the stochastic resonance effects based on the probability density function generated by the Fokker Planck equation. Our approach uses the backward characteristic method and the time-splitting integration of the Fokker Planck equation.

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Document Details

Document Type
Technical Report
Publication Date
Feb 12, 2012
Accession Number
ADA564185

Entities

People

  • Harvey T. Banks
  • Kazufumi Ito

Organizations

  • North Carolina State University

Tags

DTIC Thesaurus Topics

  • Applied Mathematics
  • Computational Fluid Dynamics
  • Computational Science
  • Detection
  • Differential Equations
  • Equations
  • Experimental Design
  • Fokker Planck Equations
  • Information Science
  • Inverse Problems
  • Mathematics
  • North Carolina
  • Partial Differential Equations
  • Probability
  • Probability Density Functions
  • Random Variables
  • Standards

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis

Technology Areas

  • Cyber
  • Cyber - Cryptography