倍增色噪声激励的非线性随机过程的精确数值模拟

计算物理 ›› 1992, Vol. 9 ›› Issue (2): 182-186.

倍增色噪声激励的非线性随机过程的精确数值模拟

包景东

北京气象学院, 北京 100081

收稿日期:1991-06-24 修回日期:1991-11-21 出版日期:1992-06-25 发布日期:1992-06-25

ACCURATE ALGORITHM FOR NUMERICAL SIMULATION OF NONLINEAR STOCHASTIC PROCESS DRIVED BY MULTIPLICATIVE COLORED NOISE

Bao Jingdong

Beijing Institute of Meteorology, Beijing 100081

Received:1991-06-24 Revised:1991-11-21 Online:1992-06-25 Published:1992-06-25

摘要/Abstract

摘要： 本提出了一种求解含倍增有色噪声源项的非线性随机微分方程的精确和快速的数值算法,讨论了解对时间步长和轨道数选取的稳定性情况。

关键词: 倍增有色噪声, 随机微分方程, 数值试验

Abstract: A accurate and fast numerical algorithm is proposed here for solving nonlinear differential stochastic equation with multiplicative colored noise. The stable cases of solution for chosing of time step and trajectory numbers are discussed.

Key words: multiplicative colored noise, stochastic differential equation, numerical experiments

包景东. 倍增色噪声激励的非线性随机过程的精确数值模拟[J]. 计算物理, 1992, 9(2): 182-186.

Bao Jingdong. ACCURATE ALGORITHM FOR NUMERICAL SIMULATION OF NONLINEAR STOCHASTIC PROCESS DRIVED BY MULTIPLICATIVE COLORED NOISE[J]. CHINESE JOURNAL OF COMPUTATIONAL PHYSICS, 1992, 9(2): 182-186.

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