| Duffing振子中随机微分方程的"欧拉-丸山"数值解法 |
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| 引用本文： | 张嵩,芮国胜,孙文俊,张洋,崔文.Duffing振子中随机微分方程的"欧拉-丸山"数值解法[J].电子测量技术,2011,34(3):37-40,61. |
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| 作者姓名： | 张嵩 芮国胜 孙文俊 张洋 崔文 |
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| 作者单位： | 海军航空工程学院信号与信息处理山东省重点实验室;解放军96656部队; |
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| 摘 要： | 引人噪声时的Duffing方程是一个二阶非线性随机微分方程,由于无法求得该随机微分方程的精确解析解,所以绝大多数情况下利用Simulink仿真模型,采用龙格库塔算法求Duffing方程的数值解.针对龙格库塔算法在每一步积分迭代过程中计算量大,导致系统进入稳态解的时间过长的问题,通过对布朗运动及其积分的分析,利用"欧拉-...
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| 关 键 词： | 布朗运动 Duffing振子 欧拉-丸山算法 混沌 随机微分 |
Euler-maruyama method for stochastic differential equations of Duffing oscillator |
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| Zhang Song,Rui Guosheng,Sun Wenjun,Zhang Yang,Cui Wen.Euler-maruyama method for stochastic differential equations of Duffing oscillator[J].Electronic Measurement Technology,2011,34(3):37-40,61. |
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| Authors: | Zhang Song Rui Guosheng Sun Wenjun Zhang Yang Cui Wen |
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| Affiliation: | Zhang Song1 Rui Guosheng1 Sun Wenjun1 Zhang Yang1 Cui Wen2 (1.Signal and Information Processing Provincial Key Laboratory in Shandong,Naval Aeronautical and Astronautical University,Yantai 264001,2.The 96656th Unit of PLA,Beijing 102208) |
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| Abstract: | The moment equations of Duffing oscillator in the presence of noise and weak periodic signal are typical stochastic differential equations(SDE).Because of the presence noise,it is impossible to get the exact solutions to these equations.Simulink model and Runge-Kutta algorithm are usually used to solute SDE.In this paper,how the Euler-Maruyama method can be used to numerically simulate the SDE of Duffing oscillator is studied.The numerical results show that Euler-Maruyama method can effectively simulate Duf... |
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| Keywords: | brownian motion Duffing oscillator euler-maruyama method stochastic differential equations |
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