Systems and Means of Informatics
2014, Volume 24, Issue 3, pp 4-17
MATHEMATICAL SOFTWARE TOOLS FOR ANALYTICAL MODELING IN STOCHASTIC SYSTEMS WITH COMPLEX NONLINEARITIES
- I. N. Sinitsyn
- V. I. Sinitsyn
- I. V. Sergeev
- E. R. Korepanov
- V. V. Belousov
- V. S. Shorgin
Abstract
New mathematical software tools in "IDStS" are developed for differential stochastic systems (DStS) with Wiener and Poisson noises with complex finite, differential, and integral nonlinearities and hereditary StS (HStS) reducible to DStS. Algorithms of analytical modeling based on the normal approximation method (NAM) and the statistical linearization method (SLM) are given. Numeral and symbolic algorithms for NAM (SLM) are developed in MATLAB for typical nonlinearities in DStS. Test examples are given. Special attention is paid to the problems of analytical modeling in HStS with complex nonlinearities based on NAM and SLM.
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[+] About this article
Title
MATHEMATICAL SOFTWARE TOOLS FOR ANALYTICAL MODELING IN STOCHASTIC SYSTEMS WITH COMPLEX NONLINEARITIES
Journal
Systems and Means of Informatics
Volume 24, Issue 3, pp 4-17
Cover Date
2013-11-30
DOI
10.14357/08696527140301
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical modeling; complex finite differential and integral nonlinearities; complex irrational nonlinerarites; differential stochastic system with Wiener and Poisson noises; mathematical software tool "IDStS;" method of normal approximation; method of statistical linearization; hereditary stochastic systems reducible to differential
Authors
I.N. Sinitsyn  , V. I. Sinitsyn ,
I. V. Sergeev , E. R. Korepanov ,
V. V. Belousov , and V. S. Shorgin
Author Affiliations
Institute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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