Informatics and Applications
2014, Volume 8, Issue 3, pp 12-18
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX NONLINEARITIES
- I. N. Sinitsyn
- V. I. Sinitsyn
Abstract
Differential stochastic systems (DStS) with Wiener and Poisson noises and complex finite, differential, and integral nonlinearities and hereditary StS reducible to DStS are considered. Equations and algorithms of analytical modeling based on the normal approximation method (NAM) and the statistical linearization method (SLM) are given. The case of complex continuous and discontinuous nonlinearities of scalar and vector arguments is considered. Special attention is paid to NAM (SLM) typical integrals for finite rational and irrational nonlinear and integral scalar and vector nonlinear functions. The general case of integral nonlinearities reducible to linear is considered. Test examples are given..
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[+] About this article
Title
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH COMPLEX NONLINEARITIES
Journal
Informatics and Applications
2014, Volume 8, Issue 3, pp 12-18
Cover Date
2014-03-31
DOI
10.14357/19922264140302
Print ISSN
1992-2264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical modeling; complex finite differential and integral nonlinearities; complex irrational non- linerarites differential stochastic system with Wiener and Poisson noises; method of normal approximation; method of statistical linearization; hereditary stochastic systems reducible to differential
Authors
I. N. Sinitsyn  and V. I. Sinitsyn
Author Affiliations
Institute of Informatics Problems, Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian
Federation
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