• DocumentCode
    2825176
  • 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
  • fYear
    2009
  • fDate
    11-13 Dec. 2009
  • Firstpage
    1
  • Lastpage
    4
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/CISE.2009.5363813
  • Filename
    5363813