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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2017, Volume 27, Issue 2, Pages 3–15
DOI: https://doi.org/10.14357/08696527170201
(Mi ssi511)
 

This article is cited in 3 scientific papers (total in 3 papers)

Analytical modeling of normal processes in stochastic systems with integral nonlinearities (I)

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
Full-text PDF (224 kB) Citations (3)
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Abstract: General methodological and algorithmical support for analytical modeling of normal processes in differential stochastic systems (StS) with integral nonlinearities (IN) and Wiener and Poisson noises is presented. Support is based on the methods of normal approximation (MNA) and of statistical linearization (MSL). Integral nonlinearities were approximated by power and Hermite series. The MSL and MNA coefficients for IN described by Laplace, Fresnel integrals, and sine integrals are given. Necessary information about IN is given and the software tool StS-Analysis.2017 is described. Stochastic dynamic of an integral oscillator is used as a test example. Some generalizations are mentioned.
Keywords: analytical modeling; Fresnel integral; Hermite polynomial power expansion; integral sine; Laplace function; method of normal approximation (MNA); method of statistical linearization (MSL).
Received: 02.03.2017
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Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, “Analytical modeling of normal processes in stochastic systems with integral nonlinearities (I)”, Sistemy i Sredstva Inform., 27:2 (2017), 3–15
Citation in format AMSBIB
\Bibitem{Sin17}
\by I.~N.~Sinitsyn
\paper Analytical modeling of normal processes in stochastic systems with integral nonlinearities (I)
\jour Sistemy i Sredstva Inform.
\yr 2017
\vol 27
\issue 2
\pages 3--15
\mathnet{http://mi.mathnet.ru/ssi511}
\crossref{https://doi.org/10.14357/08696527170201}
\elib{https://elibrary.ru/item.asp?id=29216652}
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  • https://www.mathnet.ru/eng/ssi/v27/i2/p3
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