Numerical simulation system for a physical system suffering random disturbance
US5646869A · kind A · utility
Assignee
Inventor
Key dates
| Filing date | Oct 28, 1994 |
| Grant date | Jul 8, 1997 |
| Priority date | — |
| Expiry date | Oct 28, 2014 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F2111/10
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
A simulator includes an initialization unit, an increment generating unit, an approximate value updating unit, and an output unit. The initialization unit enters into the increment generating unit an initial value of a state quantity and a function that describes a system subjected to random disturbance. The increment generating unit uses two sequences of random numbers to generate an increment of the approximate value of the state quantity without calculating a derivative of the function. The approximate value updating unit updates the approximate value using the generated time increment. The output unit provides a result of a simulation of that system, which has a 1.5-order accuracy of a approximation.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.