Numerical simulation system for a physical system suffering random disturbance

摘要

A simulator includes an initialization unit, an increment generating unit, an approximate value updating unit, and an output unit. The initialization unit enters into the increment generating unit an initial value of a state quantity and a function that describes a system subjected to random disturbance. The increment generating unit uses two sequences of random numbers to generate an increment of the approximate value of the state quantity without calculating a derivative of the function. The approximate value updating unit updates the approximate value using the generated time increment. The output unit provides a result of a simulation of that system, which has a 1.5-order accuracy of a approximation.