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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2002 Volume 5, Number 1, Pages 1–10 (Mi sjvm234)

This article is cited in 2 papers

Statistic algorithm of simulation of dynamic systems with random structure

T. A. Averina

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: The paper considers dynamic systems with random structure. The statistic algorithm was constructed for probabilistic analysis of two types of systems with random structure. It based on numerical methods for solving the Stochastic Differential Equations (SDEs). There are given results of numerical experiments.

UDC: 519.676

Received: 15.03.2001
Revised: 10.05.2001



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