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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2015, Volume 18, Number 2, Pages 121–134
DOI: https://doi.org/10.15372/SJNM20150202 (Mi sjvm571) 		 
This article is cited in 2 scientific papers (total in 2 papers)

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

S. S. Artemievab, A. A. Ivanova

a 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
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DOI: https://doi.org/10.15372/SJNM20150202
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.
Received: 24.09.2013
Revised: 31.03.2014
English version:
Numerical Analysis and Applications, 2015, Volume 8, Issue 2, Pages 101–112
DOI: https://doi.org/10.1134/S1995423915020020
Bibliographic databases:
Document Type: Article
UDC: 519.676
Language: Russian
Citation: S. S. Artemiev, A. A. Ivanov, “Analysis of the effect of random noise on the strange attractors of Monte Carlo on a supercomputer”, Sib. Zh. Vychisl. Mat., 18:2 (2015), 121–134; Num. Anal. Appl., 8:2 (2015), 101–112
Citation in format AMSBIB
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\paper Analysis of the effect of random noise on the strange attractors of Monte Carlo on a~supercomputer
\jour Sib. Zh. Vychisl. Mat.
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\vol 18
\issue 2
\pages 121--134
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\crossref{https://doi.org/10.15372/SJNM20150202}
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\jour Num. Anal. Appl.
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\pages 101--112
\crossref{https://doi.org/10.1134/S1995423915020020}
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