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Numerical methods and programming, 2007, Volume 8, Issue 1, Pages 1–5 (Mi vmp463)  

This article is cited in 1 scientific paper (total in 1 paper)

Вычислительные методы и приложения

Numerical modeling of growth of multiplicative random quantities

D. A. Gracheva, D. D. Sokoloffb

a Lomonosov Moscow State University, Faculty of Physics
b Lomonosov Moscow State University, Research Computing Center
Full-text PDF (252 kB) Citations (1)
Abstract: We present some results of numerical modeling for a simple ordinary differential equation with a random coefficient. We compare these results with the previous results obtained when modeling the Jacobi fields on a geodesic line on a manifold with a random curvature. We demonstrate a subexponential growth for the solution, while the solutions to the Jacobi equation grow exponentially. A progressive growth of statistical moments is demonstrated. The sample size sufficient for such a progressive growth is shown to be as large as $10^3$, while the size required for the Jacobi equation is about $10^5$.
Keywords: numerical simulation, equation with random coefficients, Jacobi equation, manifold with random curvature.
Document Type: Article
UDC: 523.1
Language: Russian
Citation: D. A. Grachev, D. D. Sokoloff, “Numerical modeling of growth of multiplicative random quantities”, Num. Meth. Prog., 8:1 (2007), 1–5
Citation in format AMSBIB
\Bibitem{GraSok07}
\by D.~A.~Grachev, D.~D.~Sokoloff
\paper Numerical modeling of growth of multiplicative random quantities
\jour Num. Meth. Prog.
\yr 2007
\vol 8
\issue 1
\pages 1--5
\mathnet{http://mi.mathnet.ru/vmp463}
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  • https://www.mathnet.ru/eng/vmp/v8/i1/p1
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Numerical methods and programming
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