Numerical Study of the Effect of Stochastic Disturbances on the Behavior of Solutions of Some Differential Equations

Abstract

Nowadays interest of the deterministic differential system of Lorentz equations is still primarily due to the problem of gas and fluid turbulence. Despite numerous existing systems for calculating turbulent flows, new modifications of already known models are constantly being investigated.
In this paper we consider the effect of stochastic additive perturbations on the Lorentz convective turbulence model. To implement this and subsequent interpretation of the results obtained, a numerical simulation of the Lorentz system perturbed by adding a stochastic differential to its right side is carried out using the programming capabilities of the MATLAB programming environment.

Author Biographies

Arsenij Nikolaevich Firsov, Lomonosov Moscow State University; National Research University Higher School of Economics

bachelor of the Department of Automation for Scientific Research, Faculty of Computational Mathematics and Cybernetics; Master's student of the Program "Corporate Finance", Faculty of Economic Sciences

Igor Nikolaevich Inovenkov, Lomonosov Moscow State University

Associate Professor of the Department of Automation for Scientific Research, Faculty of Computational Mathematics and Cybernetics, Ph.D. (Phys.-Math.), Associate Professor

Vasilij Vasilevich Tikhomirov, Lomonosov Moscow State University

Associate Professor of the Department of General Mathematics, Faculty of Computational Mathematics and Cybernetics, Ph.D. (Phys.-Math.), Associate Professor

Vladimir Vadimovich Nefedov, Lomonosov Moscow State University

Associate Professor of the Department of Automation for Scientific Research, Faculty of Computational Mathematics and Cybernetics, Ph.D. (Phys.-Math.), Associate Professor

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Published
2021-04-15
How to Cite
FIRSOV, Arsenij Nikolaevich et al. Numerical Study of the Effect of Stochastic Disturbances on the Behavior of Solutions of Some Differential Equations. Modern Information Technologies and IT-Education, [S.l.], v. 17, n. 1, p. 37-43, apr. 2021. ISSN 2411-1473. Available at: <http://sitito.cs.msu.ru/index.php/SITITO/article/view/730>. Date accessed: 06 july 2025. doi: https://doi.org/10.25559/SITITO.17.202101.730.
Section
Theoretical Questions of Computer Science, Computer Mathematics