✦ LIBER ✦

Hybrid computer modelling of a stochastic nonlinear dynamic system

✍ Scribed by J.A. Bullin; A.E. Dukler

Publisher: Elsevier Science
Year: 1975
Tongue: English
Weight: 424 KB
Volume: 30
Category: Article
ISSN: 0009-2509
DOI: 10.1016/0009-2509(75)80036-4

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✦ Synopsis

The need for more accurate analysis of real physical systems has led to the use of stochastic modelling of such systems. Many of these formulations have been the result of an extension of ordinary differential equations to include a white noise excitation. It has been shown (see, e.g. [l-3]) that when the set of stochastic differential equations describing a particular system is linear, there are no difficulties in the interpretation of procedures for solving the equations. However, when the stochastic equations are nonlinear, computational as well as conceptual difficulties are encountered.

I denotes an Ito variable or integral II index o denotes initial conditions S denotes a Stratonovich variable or integral T denotes a theoretical value

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