Systems and Means of Informatics

2015, Volume 25, Issue 2, pp 3-19

MATHEMATICAL SOFTWARE FOR NORMAL PROCESSES MODELING IN STOCHASTIC SYSTEMS WITH COMPLEX IRRATIONAL NONLINEARITIES

  • I. N. Sinitsyn
  • V. I. Sinitsyn
  • I. V. Sergeev
  • E. R. Korepanov
  • V. V. Belousov
  • V. S. Shorgin

Abstract

Mathematical software for normal stochastic processes (StP) analytical and statistical modeling in differential and difference (discrete) stochastic systems (StS) on manifolds with complex irrational nonlinearities (CIRN) of scalar and vector argument is considered. Typical CIRN and its discrepancy expansions are presented. Equations for the normal approximation method (NAM) and the statistical linearization method (SLM) for normal StP analytical modeling are given. Typical NAM(SLM) integrals and software "StS-CIRN. Analysis" based on cylindrical functions are discussed. Test examples are given.

[+] References (11)

[+] About this article