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: http://num-meth.srcc.msu.ru/english/zhurnal/tom_2007/v8r101.html
Дата изменения: Fri Feb 16 17:13:18 2007 Дата индексирования: Mon Oct 1 22:41:35 2012 Кодировка: |
"Numerical modeling of growth of multiplicative random quantities" Grachev D.A., Sokoloff D.D. |
We present some results of numerical modeling for a simple ordinary differential equation with a random coefficient. We compare these results with the previous results obtained when modeling the Jacobi fields on a geodesic line on a manifold with a random curvature. We demonstrate a subexponential growth for the solution, while the solutions to the Jacobi equation grow exponentially. A progressive growth of statistical moments is demonstrated. The sample size sufficient for such a progressive growth is shown to be as large as 10^3, while the size required for the Jacobi equation is about 10^5.
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Grachev D.A., Sokoloff D.D. e-mail: sokoloff@dds.srcc.msu.ru |