Computer simulation of a nonlinear model for electrical circuits with α-stable noise
Volume 23 / 1995
Applicationes Mathematicae 23 (1995), 95-105
DOI: 10.4064/am-23-1-95-105
Abstract
The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.
