Title :
Simulation of a Class of Ito Type System with Distributed Parameter
Author :
Xu, Rong-hua ; Wang, Qin-ruo ; Song, Ya-nan
Author_Institution :
Coll. of Autom., Guangdong Univ. of Technol., Guangzhou, China
Abstract :
In this paper, Simulation of a class of Ito system with distributed parameter is discussed. Difference schemes for the numerical computation of Ito system are obtained. The precision of the difference scheme and the efficiency of the difference scheme in simulation of Ito system with distributed parameter are analyzed. Examples are given to illustrate the application of the method.
Keywords :
differential algebraic equations; distributed parameter systems; stochastic systems; Ito type system class; difference schemes; distributed parameter; Analytical models; Automation; Computational modeling; Educational institutions; Filtration; Indium tin oxide; Integral equations; Partial differential equations; Stochastic resonance; Stochastic systems;
Conference_Titel :
Computational Intelligence and Software Engineering, 2009. CiSE 2009. International Conference on
Conference_Location :
Wuhan
Print_ISBN :
978-1-4244-4507-3
Electronic_ISBN :
978-1-4244-4507-3
DOI :
10.1109/CISE.2009.5363813
