USING THE C-LANGUAGE TO APPROXIMATE NONLINEAR STOCHASTIC-SYSTEMS

被引：2
|
作者：
SERRANO, SE
机构：
[1] Department of Civil Engineering, University of Kentucky, Lexington
来源：
ADVANCES IN ENGINEERING SOFTWARE AND WORKSTATIONS | 1990年 / 12卷 / 02期
关键词：
C programming language; Green's function approximation; non-linear systems; stochastic differential equations;
D O I：
10.1016/0141-1195(90)90020-7
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Recognizing the growing popularity and demand for scientific or numerical libraries in the C computer language, and the shortage of systematic methods for the increasingly important non-linear stochastic systems, this article attempts to present a method to approximate the solution of systems governed by non-linear stochastic differential equations and the corresponding algorithm and computer code in the C language. It was found that the C language offers promising possibilities for the stochastic systems modeler. It is hoped the use of C for the analysis of these type of problems will be encouraged. © 1990.
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页码：59 / 68
页数：10
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