Digital Simulation of Stochastic Differential Equations.
The study of stochastic differential equations started with mathematicians using them as tools in the solution of physical problems. In science and engineering, s.d.e. arises in a natural phenomenon known as "white noise". Some of the major works done in this area of study has been in the...
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | |
| التنسيق: | أطروحة |
| اللغة: | الإنجليزية |
| منشور في: |
Obafemi Awolowo University
2014
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| الموضوعات: | |
| الوصول للمادة أونلاين: | http://localhost:8080/xmlui/handle/123456789/2126 |
| الوسوم: |
إضافة وسم
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| _version_ | 1810764577014546432 |
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| author | Adewumi, David Olambo |
| author2 | Jaiyesimi, S. B. |
| author_facet | Jaiyesimi, S. B. Adewumi, David Olambo |
| author_sort | Adewumi, David Olambo |
| collection | DSpace |
| description | The study of stochastic differential equations started with mathematicians using them as tools in the solution of physical problems. In science and engineering, s.d.e. arises in a natural phenomenon known as "white noise". Some of the major works done in this area of study has been in the analytical solution of s.d.e., very little attention has been paid to digital simulation techniques.
In this thesis we have evolved a digital and analog simulation technique for solving s.d.e s. We have used the TRS-80 model II microcomputer system at the University of Ife, Nigeria and the 680 analog/parallel logic computer system of the University of Sussex; U.K. in our digital simulation procedures.
We have used the improved Euler’s and Runge-Kutta's methods of numerical integration. We have solved some problems in science and engineering using the digital simulation techniques evolved. These problems are s.d.e. describing: the white noise, the Lagevin's equation, the influence of a rapidly fluctuating density of the earth on the motion of a satellite in a circular orbit, the motion of a rigid body rotating under a random force, the Fokker-Planks equation.
We have also considered the convergence of the results and the probable error in the simulation experiments. |
| format | Thesis |
| id | oai:ir.oauife.edu.ng:123456789-2126 |
| institution | My University |
| language | English |
| publishDate | 2014 |
| publisher | Obafemi Awolowo University |
| record_format | dspace |
| spelling | oai:ir.oauife.edu.ng:123456789-21262023-05-13T11:12:39Z Digital Simulation of Stochastic Differential Equations. Adewumi, David Olambo Jaiyesimi, S. B. Stochastic Differential Equations digital simulation white noise lagevin’s equation Fokker-planks equation The study of stochastic differential equations started with mathematicians using them as tools in the solution of physical problems. In science and engineering, s.d.e. arises in a natural phenomenon known as "white noise". Some of the major works done in this area of study has been in the analytical solution of s.d.e., very little attention has been paid to digital simulation techniques. In this thesis we have evolved a digital and analog simulation technique for solving s.d.e s. We have used the TRS-80 model II microcomputer system at the University of Ife, Nigeria and the 680 analog/parallel logic computer system of the University of Sussex; U.K. in our digital simulation procedures. We have used the improved Euler’s and Runge-Kutta's methods of numerical integration. We have solved some problems in science and engineering using the digital simulation techniques evolved. These problems are s.d.e. describing: the white noise, the Lagevin's equation, the influence of a rapidly fluctuating density of the earth on the motion of a satellite in a circular orbit, the motion of a rigid body rotating under a random force, the Fokker-Planks equation. We have also considered the convergence of the results and the probable error in the simulation experiments. 2014-04-02T14:37:37Z 2018-10-27T12:24:53Z 2014-04-02T14:37:37Z 2018-10-27T12:24:53Z 1985 Thesis APA http://localhost:8080/xmlui/handle/123456789/2126 en PDF application/pdf Obafemi Awolowo University |
| spellingShingle | Stochastic Differential Equations digital simulation white noise lagevin’s equation Fokker-planks equation Adewumi, David Olambo Digital Simulation of Stochastic Differential Equations. |
| title | Digital Simulation of Stochastic Differential Equations. |
| title_full | Digital Simulation of Stochastic Differential Equations. |
| title_fullStr | Digital Simulation of Stochastic Differential Equations. |
| title_full_unstemmed | Digital Simulation of Stochastic Differential Equations. |
| title_short | Digital Simulation of Stochastic Differential Equations. |
| title_sort | digital simulation of stochastic differential equations |
| topic | Stochastic Differential Equations digital simulation white noise lagevin’s equation Fokker-planks equation |
| url | http://localhost:8080/xmlui/handle/123456789/2126 |
| work_keys_str_mv | AT adewumidavidolambo digitalsimulationofstochasticdifferentialequations |