Accession Number ADA564185
Title Fokker-Planck Equations: Uncertainty in Network Security Games and Information.
Publication Date Feb 2012
Media Count 9p
Personal Author H. T. Banks K. Ito
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.
Keywords Data transmission security
Differential equations
Dynamic response
Fokker planck equations
Inverse problems
Probability density functions
Stochastic differential equations
Stochastic processes
Uncertainty quantification

Source Agency Non Paid ADAS
NTIS Subject Category 72F - Statistical Analysis
Corporate Author North Carolina State Univ. at Raleigh. Center for Research in Scientific Computation.
Document Type Technical report
Title Note Final technical rept. 1 Mar 2009-30 Nov 2011.
NTIS Issue Number 1302
Contract Number FA9550-09-1-0226

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