DEVELOPMENT OF METHODOLOGICAL AND SOFTWARE SUPPORT FOR ANALYTICAL MODELING OF STOCHASTIC SYSTEMS WITH ELLIPTIC NONLINEARITIES

  • Игорь Николаевич Синицын Federal Research Centre "Information and Management" of the Russian Academy of Sciences

Abstract

Analytical modeling methodological and software support based on methods of normal approximation (MNA) and statistical linearizations (MSL) for stochastic systems (StS) with elliptic nonlinearities (EN) is given. For typical EN described by Jacobi, Weirestrass etc bank of MSL coefficients is presented. Software tools for dynamical StS are designed in MATLAB-MAPLE. Test example is given.

Author Biography

Игорь Николаевич Синицын, Federal Research Centre "Information and Management" of the Russian Academy of Sciences

Djocor of Science in Technology, professor, Honored scientist of RF, principle scientist, Institiute of Informatics Problems

References

1.Sinitsyn, I. N. 2013. Parametricheskoe statisticheskoe i analiticheskoe modelirovanie raspredeleniy v nelineynykh stokhasticheskikh sistemakh na mnogoobraziyakh [Parametric statistical and analytical modeling of distributions in stochastic systems on manifolds]. Informatika i ee Primeneniya - Inform. Appl. 7(2) :4-16.
2. Sinitsyn I. N. 2015. Analiticheskoe modelirovanie protsessov v dinamicheskikh sistemakh s tsilindricheskimi besselevymi nelineynostyami [Analytical modeling of processes in dynamical systems with cylindric Bessel nonlinearities] // Informatika i ee primeneniya. 9(4). 39-49.
3. Sinitsyn I. N., Korepanov E. R., Belousov V. V. 2016. Simvol'noe analiticheskoe modelirovanie normal'nykh protsessov v stokhasticheskikh sistemakh so slozhnymi besselevymi nelineynostyami drobnogo poryadka [Symbolic Analytical Modeling of Normal Processes in Stochastic Systems with Complex Fraction Order Bessel nonlinearities] // Sistemy i sredstva informatiki. 26(3). 26–47.
4. Sinitsyn I. N. Analiticheskoe modelirovanie normal'nykh protsessov v stokhasticheskikh sistemakh s ellipticheskimi nelineynostyami Yakobi [Analytical modeling of normal processes in stochastic systems with elliptic nonlinearities Jacobi] // Sistemy i sredstva informatiki, 2017. 27( 1). 4–20.
5. Spravochnik po spetsial'nym funktsiyam / Pod red. M. Abramovicha i I. Stigana. - M.: Nauka. 1979. 832 s.
6. Popov B. A., Tesler G. S. 1984. Vychislenie funktsiy na EVM: Spravochnik. - Kiev: Naukova Dumka. 599~s.
7. Pugachev V. S., Sinitsyn I. N. 1987. Stokhasticheskie differentsial'nye sistemy. Analiz i fil'tratsiya. – M.: Nauka, 1990. 632 s. [Angl. per. Stochastic Differential Systems. Analysis and Filtering. – Chichester, New York: Jonh Wiley. 549 p.].
8. Pugachev V. S., Sinitsyn I. N. } 2000; 2004. Teoriya stokhasticheskikh sistem. – M.: Logos. 1000 s. [Angl. per. Stochastic Systems. Theory and Applications. – Singapore: World Scientific, 2001. 908 p.].
9. Sinitsyn I. N., Sinitsyn V. I. 2013. Lektsii po normal'noy i ellipsoidal'noy approksimatsii raspredeleniy v stokhasticheskikh sistemakh [Lectures on Normal and Ellipsoidal Approximation in Stochastic Systems]. – M.: Torus Press. 488 s.
10. Sinitsyn I. N., Sinitsyn V. I., Korepanov E. R. 2015.Modelirovanie normal'nykh protsessov v stokhasticheskikh sistemakh so slozhnymi transtsendentnymi nelineynostyami // Informatika i ee primeneniya. 9(2). 23–29.
Published
2017-05-30
How to Cite
СИНИЦЫН, Игорь Николаевич. DEVELOPMENT OF METHODOLOGICAL AND SOFTWARE SUPPORT FOR ANALYTICAL MODELING OF STOCHASTIC SYSTEMS WITH ELLIPTIC NONLINEARITIES. Modern Information Technologies and IT-Education, [S.l.], v. 13, n. 1, p. 30-34, may 2017. ISSN 2411-1473. Available at: <http://sitito.cs.msu.ru/index.php/SITITO/article/view/221>. Date accessed: 16 sep. 2025. doi: https://doi.org/10.25559/SITITO.2017.1.479.
Section
Theoretical Questions of Computer Science, Computer Mathematics