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Вестник Российского университета дружбы народов. Серия: Математика, информатика, физика  / №3 2014

One-Step Stochastic Processes Simulation Software Package E. G. Eferina, A. V. Korolkova, M. N. Gevorkyan (80,00 руб.)

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Первый авторEferina
АвторыKorolkova A.V., Gevorkyan M.N., Kulyabov D.S., Sevastyanov L.A.
Страниц14
ID404466
АннотацияIt is assumed that the introduction of stochastic in mathematical model makes it more adequate. But there is virtually no methods of coordinated (depended on structure of the system) stochastic introduction into deterministic models. Authors have improved the method of stochastic models construction for the class of one-step processes and illustrated by models of population dynamics. Population dynamics was chosen for study because its deterministic models were sufifciently well explored that allows to compare the results with already known ones.
УДК004.94, 519.21
One-Step Stochastic Processes Simulation Software Package E. G. Eferina, A. V. Korolkova, M. N. Gevorkyan / E.G. Eferina [и др.] // Вестник Российского университета дружбы народов. Серия: Математика, информатика, физика .— 2014 .— №3 .— С. 48-61 .— URL: https://rucont.ru/efd/404466 (дата обращения: 19.04.2024)

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UDC 004.94, 519.21 One-Step Stochastic Processes Simulation Software Package E. G. Eferina, A. V. Korolkova, M. N. Gevorkyan, D. S. Kulyabov, L. A. Sevastyanov Department of Applied Informatics and Probability Theory Peoples’ Friendship University of Russia 6, Miklukho-Maklaya str., Moscow, Russian Federation, 117198 It is assumed that the introduction of stochastic in mathematical model makes it more adequate. <...> But there is virtually no methods of coordinated (depended on structure of the system) stochastic introduction into deterministic models. <...> Authors have improved the method of stochastic models construction for the class of one-step processes and illustrated by models of population dynamics. <...> Population dynamics was chosen for study because its deterministic models were sufficiently well explored that allows to compare the results with already known ones. <...> In this case, the process of drawing up the model equations can be algorithmized and implemented in the computer algebra system. <...> Furthermore, on the basis of these results a set of programs for numerical experiment can be obtained. <...> The computer algebra system Axiom is used for analytical calculations implementation. <...> The RungeKutta method for stochastic differential equations is used as numerical method. <...> The program complex for creating stochastic one-step processes models is constructed. <...> Its application is illustrated by the predator-prey population dynamic system. <...> Computer algebra systems are very convenient for the purposes of rapid prototyping in mathematical models design and analysis. <...> Key words and phrases: stochastic differential equations; “predatorpreymodel; master equation; FokkerPlanck equation; computer algebra software; Axiom system. 1. <...> Introduction item is interesting due to the following problems: the construction of population models from first principles and the introduction of the stochastic into such models (the population dynamics is studied because of similar models introduction in other areas). <...> The problem of stochastic term introduction arises during mathematical models This work corresponds our research on mathematical models stochastization. <...> The easiest option is an in the deterministic equation. <...> In this regard, we used and improved the stochastic one-step processes models construction method, based on master equation [1, 2]. <...> Stochastic differential <...>