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Using Algorithms of Decomposition for Computation of Linear Stochastic Models |
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| Authors: | V V Khilenko |
| Affiliation: | (1) National Technical University of Ukraine "Kiev Polytechnical Institute,", Kiev, Ukraine |
| Abstract: | The mathematical apparatus of decomposition is used to solve the problem of analysis and computation of stiff stochastic systems of differential equations. A theorem substantiating the adequacy of a solution obtained is formulated and an algorithm of computation of stiff stochastic systems by the method of depression of equations is given. |
| Keywords: | stochastic systems of differential equations analysis and computation of stiff stochastic systems depression of equations algorithm of computation of stiff systems |
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