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Simulation of a Class of Ito Type System with Distributed Parameter

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3 Author(s)
Rong-hua Xu ; Coll. of Autom., Guangdong Univ. of Technol., Guangzhou, China ; Qin-ruo Wang ; Ya-nan Song

In this paper, Simulation of a class of Ito system with distributed parameter is discussed. Difference schemes for the numerical computation of Ito system are obtained. The precision of the difference scheme and the efficiency of the difference scheme in simulation of Ito system with distributed parameter are analyzed. Examples are given to illustrate the application of the method.

Published in:

Computational Intelligence and Software Engineering, 2009. CiSE 2009. International Conference on

Date of Conference:

11-13 Dec. 2009