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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2014, Volume 24, Issue 3, Pages 4–17
DOI: https://doi.org/10.14357/08696527140301
(Mi ssi356)
 

This article is cited in 11 scientific papers (total in 11 papers)

Mathematical software tools for analytical modeling in stochastic systems with complex nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, V. V. Belousov, V. S. Shorgin

Institute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
References:
Abstract: New mathematical software tools in “IDStS” are developed for differential stochastic systems (DStS) with Wiener and Poisson noises with complex finite, differential, and integral nonlinearities and hereditary StS (HStS) reducible to DStS. Algorithms of analytical modeling based on the normal approximation method (NAM) and the statistical linearization method (SLM) are given. Numeral and symbolic algorithms for NAM (SLM) are developed in MATLAB for typical nonlinearities in DStS. Test examples are given. Special attention is paid to the problems of analytical modeling in HStS with complex nonlinearities based on NAM and SLM.
Keywords: analytical modeling; complex finite differential and integral nonlinearities; complex irrational nonlinerarites; differential stochastic system with Wiener and Poisson noises; mathematical software tool “IDStS;” method of normal approximation; method of statistical linearization; hereditary stochastic systems reducible to differential.
Received: 13.05.2014
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E. R. Korepanov, V. V. Belousov, V. S. Shorgin, “Mathematical software tools for analytical modeling in stochastic systems with complex nonlinearities”, Sistemy i Sredstva Inform., 24:3 (2014), 4–17
Citation in format AMSBIB
\Bibitem{SinSinSer14}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn, I.~V.~Sergeev, E.~R.~Korepanov, V.~V.~Belousov, V.~S.~Shorgin
\paper Mathematical software tools for~analytical modeling in~stochastic systems with~complex nonlinearities
\jour Sistemy i Sredstva Inform.
\yr 2014
\vol 24
\issue 3
\pages 4--17
\mathnet{http://mi.mathnet.ru/ssi356}
\crossref{https://doi.org/10.14357/08696527140301}
\elib{https://elibrary.ru/item.asp?id=22482069}
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  • https://www.mathnet.ru/eng/ssi/v24/i3/p4
  • This publication is cited in the following 11 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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