DEVELOPMENT OF METHODOLOGICAL AND SOFTWARE SUPPORT FOR ANALYTICAL MODELING OF STOCHASTIC SYSTEMS WITH ELLIPTIC NONLINEARITIES

Abstract

The article deals with methodical, algorithmic and experimental software developed on the basis of approximate methods of normal approximation and statistical linearization. The software is designed for analytical modeling of normal (Gaussian) processes in differential stochastic systems with elliptic nonlinearities described by Jacobian functions, Weierstrass functions etc. A bank of statistical linearization coefficients is created for typical elliptic nonlinearities. Software tools based on methods of normal approximation are designed in MATLAB-MAPLE. Test example is given.

Authors and Affiliations

Igor Sinitsyn

Keywords

Related Articles

QUALITY ASSESSMENT OF ALLOCATION COORDINATES USEFUL RADIATION SOURCE IN CONTROL PROBLEMS

It is offered in control problems to carry out assessment quality of the coordinates of useful radiation source allocated by means of video sensors on set of indicators, in particular, using probability of detection of d...

NONTRIVIAL PERIODIC SOLUTIONS OF THE SIN-GORDON EQUATION

In this paper, we study the problem of time-periodic solutions of the sin-Gordon equation with Neumann and Dirichlet boundary conditions on an interval. The novelty of the paper lies in the fact that in previous papers t...

DIGITAL ECONOMY TECHNOLOGIES IN SMART CITY PROJECTS: PARTICIPANTS AND PROSPECTS

Nowadays the smart city concepts focus on the quality improvement of a citizen’s life by using the ICT. Meanwhile, the consideration of possible participants of smart city projects and the assessment of their potential r...

ON GIGABIT SOCIETY AND INNOVATIONS IN THE DIGITAL ECONOMY

This article is devoted to the joint development of Internet of Things technologies and Telecommunications. On many grounds, it is telecommunications that will play a decisive role in the digital economy. The main techno...

MATHEMATICAL PROGRAMS MODERNIZATION BASED ON RUSSIAN AND INTERNATIONAL STANDARDS

Russian education standards have come a long way from being extremely detailed and regulating the content of education programs at all levels to the current state when there is a great freedom for universities in definin...

Download PDF file
  • EP ID EP320804
  • DOI 10.25559/SITITO.2017.1.479
  • Views 113
  • Downloads 0

How To Cite

Igor Sinitsyn (2017). DEVELOPMENT OF METHODOLOGICAL AND SOFTWARE SUPPORT FOR ANALYTICAL MODELING OF STOCHASTIC SYSTEMS WITH ELLIPTIC NONLINEARITIES. Современные информационные технологии и ИТ-образование, 13(1), 30-34. https://europub.co.uk/articles/-A-320804