Systems and Means of Informatics
2017, Volume 27, Issue 1, pp 3-19
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH ELLIPTIC NONLINEARITIES
Abstract
Analytical modeling methodological support and corresponding algorithms for normal (Gaussian) stochastic processes in differential stochastic systems (StS) with Jacobian elliptic nonlinearities based on statistical linearization and normal approximation methods are presented. Dynamics of Jacobian oscillator in stochastic media is the basis of the test example. Necessary information about elliptic integrals and elliptic Jacobi-functions and statistical linearization coefficients of basic Jacobian nonlinearities are given. The results may be generalized to other types of elliptic functions and functions related to them.
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[+] About this article
Title
ANALYTICAL MODELING OF NORMAL PROCESSES IN STOCHASTIC SYSTEMS WITH ELLIPTIC NONLINEARITIES
Journal
Systems and Means of Informatics
Volume 27, Issue 1, pp 3-19
Cover Date
2017-03-30
DOI
10.14357/08696527170101
Print ISSN
0869-6527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
analytical modeling; method of normal approximation (MNA); method of statistical linearization (MSL); Jacobian elliptic nonlinearity; Jacobian elliptic oscillator
Authors
I. N. Sinitsyn 
Author Affiliations
Institute of Informatics Problems, Federal Research Center "Computer Science
and Control", Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
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