A Modified Algorithm for Statistical Simulation of Random-Structure Systems with Distributed Transitions

被引：0
作者：
Averina, T. A. [1 ,2 ]
机构：
[1] Russian Acad Sci, Inst Computat Math & Math Geophys, Siberian Branch, Pr Akad Lavrenteva 6, Novosibirsk 630090, Russia
[2] Novosibirsk State Univ, Novosibirsk, Russia
来源：
NUMERICAL ANALYSIS AND APPLICATIONS | 2013年 / 6卷 / 02期
基金：
俄罗斯基础研究基金会;
关键词：
numerical methods; stochastic differential equations; systems with random structure;
D O I：
10.1134/S1995423913020018
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An algorithm for statistical simulation of random-structure systems with distributed transitions is constructed. The algorithm is based on numerical methods for solving stochastic differential equations, and uses a modified maximum cross-section method when the transition intensity depends on the vector of state.
引用
收藏
页码：91 / 97
页数：7
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