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Showing papers in "Mathematics and Computers in Simulation in 1995"


Journal ArticleDOI
TL;DR: Using some exponential variables in the time discretization of some reflected stochastic differential equations yields the same rate of convergence as in the usual Euler-Maruyama scheme as discussed by the authors.

97 citations


Journal ArticleDOI
TL;DR: In this paper, a comprehensive solvability theory for the linear tolerance problem is developed that not only settles whether Σ∀∃ is empty or not, but also enables modification of the problem to ensure its desired properties.

82 citations


Journal ArticleDOI
TL;DR: The index of differential-algebraic equations is one measure for the numerical problems in electric circuit simulation as discussed by the authors, which depends on the mathematical model in different ways: setup of equations, classical or charge-oriented formulation and modelling of basic elements and semiconductor devices.

71 citations



Journal ArticleDOI
TL;DR: In this paper, it was shown that the error of E f(X T ) − E f (X T n ) can be expanded in powers of T n, which permits to construct Romberg extrapolation procedures to accelerate the convergence rate.

47 citations


Journal ArticleDOI
TL;DR: In this article, the authors describe a method of approximation of strong solutions to Stratonovich differential equations that depends only on the Brownian motion defining the equation, and prove that the proposed method, which is based on the representation of diffusions as flows of an ordinary differential equation, is asymptotic efficient.

47 citations


Journal ArticleDOI
TL;DR: In this article, the authors proposed an algorithm to obtain good estimates of the three-parameter Weibull distribution in eight steps and it depends on the Simple Iteration Procedure, which always converges, converges fast and does not depend on any conditions, whatsoever.

39 citations


Journal ArticleDOI
TL;DR: Bond-graph modelling has been known for more than 30 years and is recognized to an increasing extend by academia and industries all over the world.

34 citations


Journal ArticleDOI
TL;DR: Extended Park model has been validated through a finite element code, and this analytic model is here used to analyse the steady state, but is destined to determine dynamic control laws, particularly vector control.

30 citations


Journal ArticleDOI
TL;DR: In this article, the authors considered two boundary value problems with Dirichlet and Neumann boundary conditions for the equations of parabolic type and constructed Markov chains which weakly approximate the solution of these systems.

29 citations


Journal ArticleDOI
TL;DR: The study showed the interaction of both treatments in a way, that the antitumour effect of both was more than additive when compared to single treatments.

Journal ArticleDOI
TL;DR: The paper gives a short survey on weak schemes for stochastic differential equations and discusses several implicit and predictor-corrector type methods.

Journal ArticleDOI
TL;DR: In this paper, the decomposition method is used to solve problems such as conduction of nerve impulses, behavior of the immune system or of effects of medication, when modelled by differential equations.


Journal ArticleDOI
TL;DR: This paper considers the optimal consumption and investiment policy for an investor who has available one bank account paying a fixed interest rate r and n risky assets whose prices are log-normal diffusions to maximize the total utility of consumption.

Journal ArticleDOI
TL;DR: A neural network classification method has been developed as an alternative approach to the search/organization problem of large molecular databases and could be used to reduce the database search time and help organize the molecular sequence databases.

Journal ArticleDOI
TL;DR: Brain metabolic data from auditory learning experiments are used to explain how structural models of the auditory system reveal the patterns of network interactions related to opposite learned associative properties of the same sound, which supports the hypothesis that associative learning is an emergent network property, distributed among interacting brain regions.

Journal ArticleDOI
TL;DR: The limitations of EMTP (Electromagnetic Transients Program) in the treatment of discontinuities are discussed and a new algorithm for solving discontinuous varying topology circuits in the EMTP is presented.

Journal ArticleDOI
TL;DR: In this article, the complex dynamic process of clarification, settling and thickening in final clarifiers of wastewater treatment plants is very sensitive to changes in hydraulic and organic loading, and several modifications of the sludge settling velocity in this model are investigated and applied to the sewage plant of Siegen.

Journal ArticleDOI
TL;DR: In this paper, the authors explore the algebra of the sets of iterated Stratonovich or Ito integrals that appear in the Taylor series expansion of the solution to a stochastic differential equation.





Journal ArticleDOI
TL;DR: By controlling the instantaneous torque of SRM's, both speed and position control can be achieved and the fastest possible response as well as a reduction of torque ripple obtained.

Journal ArticleDOI
TL;DR: In this paper, the authors derived equations for optimum and near-optimum Kalman filters for the filtration problem with a singular covariance matrix for the noise in the observations in the case when the processes under consideration are described by Ito's stochastic differential equations with measure.

Journal ArticleDOI
TL;DR: This paper presents an implementation of the partitioned approach using parallel digital signal processors (DSP) and a synchronous machine model has been developed using the block diagram implementation technique.

Journal ArticleDOI
TL;DR: In this paper, a 15th order knowledge model from the functioning equations for CAD and a 2nd order representation model for control is presented for a semi-trailer with all the suspension elements-wheel, tyre and wheel-road interface.

Journal ArticleDOI
TL;DR: In this article, the improvements of the simulation procedure in the discretization scheme and in the density estiamtion procedure were discussed, as well as some basic problems arising in the simulation of nonlinear diffusion procsses.

Journal ArticleDOI
TL;DR: The application of Petri nets and AI to enhance the effectivity of modeling and simulation is envisaged, enabling the dynamic control of simulation by intelligent demons as well as the realization of mobile knowledge bases attached to the tokens by the introduction of Knowledge Attributed Petri Nets.