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Numerical Study of the Effect of Stochastic Disturbances on the Behavior of Solutions of Some Differential Equations

Численное исследование влияния стохастических возмущений на поведение решений некоторых дифференциальных уравнений
Authors: Firsov, A.N.; Inovenkov, I.N.; Tikhomirov, V.V.; Nefedov, V.V.;

Numerical Study of the Effect of Stochastic Disturbances on the Behavior of Solutions of Some Differential Equations

Abstract

Nowadays interest of the deterministic differential system of Lorentz equations is still primarily due to the problem of gas and fluid turbulence. Despite numerous existingsystems for calculating turbulent flows, new modifications of already known models are constantly being investigated. In this paper we consider the effect of stochastic additive perturbations on the Lorentz convective turbulence model. To implement this and subsequent interpretation of the results obtained, a numerical simulation of the Lorentz system perturbed by adding a stochastic differential to its right side is carried out using the programming capabilities of the MATLAB programming environment. На сегодняшний день интерес к детерминированной дифференциальной системе уравнений Лоренца по-прежнему обусловлен прежде всего проблемой турбулентности газов и жидкости. Несмотря на большое число существующих систем для расчета турбулентных течений, постоянно исследуются новые модификации уже известных моделей. В данной работе рассматривается влияние стохастических аддитивных возмущений на модель конвективной турбулентности Лоренца. Для реализации этого и последующей интерпретации полученных результатов, осуществляется численное моделирование системы Лоренца, возмущенной за счет добавления в ее правую часть стохастического дифференциала, с использованием программных возможностей среды программирования MATLAB.

Keywords

deterministic chaos, stochastic perturbations, system of lorentz differential equations, QA75.5-76.95, система дифференциальных уравнений Лоренца, nonlinear dynamics, system of Lorentz differential equations, Electronic computers. Computer science, нелинейная динамика, стохастические возмущения, детерминированный хаос

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
gold