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Numerical methods and programming, 2007, Volume 8, Issue 1, Pages 1–5
(Mi vmp463)
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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
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.
Citation:
D. A. Grachev, D. D. Sokoloff, “Numerical modeling of growth of multiplicative random quantities”, Num. Meth. Prog., 8:1 (2007), 1–5
Linking options:
https://www.mathnet.ru/eng/vmp463 https://www.mathnet.ru/eng/vmp/v8/i1/p1
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Abstract page: | 155 | Full-text PDF : | 56 |
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