Analysis of Stochastic Dynamical Systems
by
Güngör, Mesut.
Title
:
Analysis of Stochastic Dynamical Systems
Author
:
Güngör, Mesut.
Personal Author
:
Güngör, Mesut.
Publication Information
:
[s.l.]: [s.n.], 2007.
Physical Description
:
ix, 48 leaves.: ill.+ 1 computer laser optical disc.
Abstract
:
In this thesis, analysis of stochastic dynamical systems have been considered in the sense of stochastic differential equations (SDEs). Brownian motion, which can be considered as a first example of stochastic dynamical systems, its derivation and its properties have been investigated, then the analytic and numerical solution methods of SDE have been studied with the examples from the physical world. In order to construct a random variable in a computer environment, random number generation algorithms have also been investigated. Finally a Matlab-Simulink block for numerical solutions of linear SDEs has been newly developed.
Subject Term
:
Stochastic differential equations.
Stochastic analysis.
Stochastic systems.
Added Author
:
Savacı, Ferit Acar
Added Corporate Author
:
İzmir Institute of Technology. Electronics and Communication Engineering.
Added Uniform Title
:
Thesis (Master)--İzmir Institute of Technology: Electronics and Communication Engineering.
İzmir Institute of Technology: Electronics and Communication Engineering--Thesis (Master).
Electronic Access
:
Library | Material Type | Item Barcode | Shelf Number | Status |
---|
IYTE Library | Thesis | T000630 | QA274.23 G97 2007 | Tez Koleksiyonu |
IYTE Library | Supplementary CD-ROM | ROM0834 | QA274.23 G97 2007 EK1 | Tez Koleksiyonu |