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JOURNALS // Sistemy i Sredstva Informatiki [Systems and Means of Informatics] // Archive

Sistemy i Sredstva Inform., 2017 Volume 27, Issue 1, Pages 3–19 (Mi ssi499)

This article is cited in 2 papers

Analytical modeling of normal processes in stochastic systems with elliptic nonlinearities

I. N. Sinitsyn

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation

Abstract: Analytical modeling methodological support and corresponding algorithms for normal (Gaussian) stochastic processes in differential stochastic systems (StS) with Jacobian elliptic nonlinearities based on statistical linearization and normal approximation methods are presented. Dynamics of Jacobian oscillator in stochastic media is the basis of the test example. Necessary information about elliptic integrals and elliptic Jacobi-functions and statistical linearization coefficients of basic Jacobian nonlinearities are given. The results may be generalized to other types of elliptic functions and functions related to them.

Keywords: analytical modeling; method of normal approximation (MNA); method of statistical linearization (MSL); Jacobian elliptic nonlinearity; Jacobian elliptic oscillator.

Received: 08.02.2017

DOI: 10.14357/08696527170101



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