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STOCHASTIC DIFFERENTIAL EQUATIONS SOLVER

机译:随机微分方程求解器

摘要

An analog computer solves equations by implementing a system characterized by the same equations as the ones to be solved. Composed of blocks implementing mathematical operations and programmed digitally, they function in synergy with a digital computer, resulting in a system known as a "hybrid computer." Differential equations, ordinary or stochastic, are simulated using analog electrical circuitry, creating a dynamical system which reproduces the solution of the equation to be solved. A dedicated circuit can be integrated into the analog system to produce continuous-time random noise, improving the accuracy of simulation results.
机译:模拟计算机通过实现以与要求解的方程相同的方程为特征的系统来求解方程。它们由执行数学运算并以数字方式编程的块组成,它们与数字计算机协同工作,从而形成称为“混合计算机”的系统。使用模拟电路模拟普通或随机的微分方程,创建一个动态系统,该系统重现了要求解的方程的解。可以将专用电路集成到模拟系统中,以产生连续时间的随机噪声,从而提高仿真结果的准确性。

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