Title :
Numerical simulation of nonlinear oscillatory systems under stochastic perturbations
Author :
Kulchitski, Oleg Yu ; Kuznetsov, Dmitrii F.
Author_Institution :
Dept. of Mech. & Control Processes, St. Petersburg State Tech. Univ., Russia
Abstract :
This paper is devoted to the problem of correct numerical simulation of nonlinear oscillatory systems under stochastic perturbations. Numerical schemes for these systems are constructed paper on the basis of recurrent Taylor-Ito expansion. We consider one method for approximation of repeated stochastic integrals, which are used for numerical realization of the constructed schemes
Keywords :
approximation theory; differential equations; integral equations; nonlinear dynamical systems; oscillations; stochastic systems; nonlinear oscillatory systems; numerical simulation; recurrent Taylor-Ito expansion; repeated stochastic integrals; stochastic perturbations; Differential equations; Indium tin oxide; Integral equations; Mathematical model; Nonlinear control systems; Nonlinear equations; Numerical simulation; Process control; Stochastic processes; Stochastic systems;
Conference_Titel :
Control of Oscillations and Chaos, 1997. Proceedings., 1997 1st International Conference
Conference_Location :
St. Petersburg
Print_ISBN :
0-7803-4247-X
DOI :
10.1109/COC.1997.631335
