This article is cited in 2 papers

Analysis of the effect of random noise on the strange attractors of Monte Carlo on a supercomputer

S. S. Artemiev^ab, A. A. Ivanov<sup>a

a</sup> Institute of Computational Mathematics and Mathematical Geophysics SB RAS, 6 Lavrentiev pr., Novosibirsk, 630090, Russia
^b Novosibirsk State University, 2 Pirogova str., Novosibirsk, 630090, Russia

Abstract: In this paper, we numerically investigate the influence of random noise on the behavior of the trajectories of strange attractors defined by a system of ordinary differential equations. The resulting stochastic differential equations are solved by the generalized Euler method. The results of numerical experiments conducted on a cluster of NKS-30T Siberian Supercomputer Center at ICMMG using the program package PARMONC. For the analysis of the numerical solutions, the frequency characteristics of generalizing the integral curve and the phase portrait are used.

Key words: stochastic differential equations, cumulative frequency curve, frequency phase portrait, generalized Euler's method, strange attractors.

UDC: 519.676

Received: 24.09.2013
Revised: 31.03.2014

DOI: 10.15372/SJNM20150202

 English version: Numerical Analysis and Applications, 2015, 8:2, 101–112

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