Analysis of Stochastic Dynamical Systems
tarafından
Güngör, Mesut.
Başlık
:
Analysis of Stochastic Dynamical Systems
Yazar
:
Güngör, Mesut.
Yazar Ek Girişi
:
Güngör, Mesut.
Yayın Bilgileri
:
[s.l.]: [s.n.], 2007.
Fiziksel Tanımlama
:
ix, 48 leaves.: ill.+ 1 computer laser optical disc.
Özet
:
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.
Konu Başlığı
:
Stochastic differential equations.
Stochastic analysis.
Stochastic systems.
Yazar Ek Girişi
:
Savacı, Ferit Acar
Tüzel Kişi Ek Girişi
:
İzmir Institute of Technology. Electronics and Communication Engineering.
Tek Biçim Eser Adı
:
Thesis (Master)--İzmir Institute of Technology: Electronics and Communication Engineering.
İzmir Institute of Technology: Electronics and Communication Engineering--Thesis (Master).
Elektronik Erişim
:
Library | Materyal Türü | Demirbaş Numarası | Yer Numarası | Durumu/İade Tarihi |
---|
IYTE Library | Tez | T000630 | QA274.23 G97 2007 | Tez Koleksiyonu |