Algorithm for statistical simulation of two types of random-structure systems

DOI10.1515/RNAM-2001-0603zbMATH Open0994.65003OpenAlexW2313118772MaRDI QIDQ4331069FDOQ4331069

T. A. Averina

Publication date: 14 May 2002

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2001-0603

zbMATH Keywords

numerical experimentsstochastic differential equationsdynamic random-structure systemsstatistical simulation algorithm

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (1)

• Statistical analysis of diffusion systems with invariants

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