Analysis of Stochastic Dynamical Systems için kapak resmi
Analysis of Stochastic Dynamical Systems
Başlık:
Analysis of Stochastic Dynamical Systems
Yazar:
Güngör, Mesut.
Yazar Ek Girişi:
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.
Yazar Ek Girişi:
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:
Access to Electronic Version.
Ayırtma: Copies: