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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
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
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
Linking options:
https://www.mathnet.ru/eng/ssi356 https://www.mathnet.ru/eng/ssi/v24/i3/p4
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