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
Link To Document