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Title: Analysis of stochastic dynamical systems
Authors: Güngör, Mesut
Advisors: Savacı, Ferit Acar
Publisher: Izmir Institute of Technology
Abstract: In this thesis, analysis of stochastic dynamical systems have been considered in the sense of stochastic differential equations (SDEs). Brownian motion, which can be considered as a first example of stochastic dynamical systems, its derivation and its properties have been investigated, then the analytic and numerical solution methods of SDE have been studied with the examples from the physical world. In order to construct a random variable in a computer environment, random number generation algorithms have also been investigated. Finally a Matlab-Simulink block for numerical solutions of linear SDEs has been newly developed.
Description: Thesis (Master)--Izmir Institute of Technology, Electronics and Communication Engineering, Izmir, 2007
Includes bibliographical references (leaves: 47-48)
Text in English; Abstract: Turkish and English
ix, 48 leaves
Appears in Collections:Master Degree / Yüksek Lisans Tezleri
Sürdürülebilir Yeşil Kampüs Koleksiyonu / Sustainable Green Campus Collection

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