Analysis of Stochastic Dynamical Systems
| dc.contributor.advisor | Savacı, Ferit Acar | |
| dc.contributor.advisor | Savacı, Ferit Acar | |
| dc.contributor.author | Güngör, Mesut | |
| dc.contributor.author | Savacı, Ferit Acar | |
| dc.date.accessioned | 2014-07-22T13:52:29Z | |
| dc.date.available | 2014-07-22T13:52:29Z | |
| dc.date.issued | 2007 | |
| dc.description | Thesis (Master)--Izmir Institute of Technology, Electronics and Communication Engineering, Izmir, 2007 | en_US |
| dc.description | Includes bibliographical references (leaves: 47-48) | en_US |
| dc.description | Text in English; Abstract: Turkish and English | en_US |
| dc.description | ix, 48 leaves | en_US |
| dc.description.abstract | In this thesis, analysis of stochastic dynamical systems have been considered in the sense of stochastic differential equations (SDEs). Brownian motion, which can be considered as a first example of stochastic dynamical systems, its derivation and its properties have been investigated, then the analytic and numerical solution methods of SDE have been studied with the examples from the physical world. In order to construct a random variable in a computer environment, random number generation algorithms have also been investigated. Finally a Matlab-Simulink block for numerical solutions of linear SDEs has been newly developed. | en_US |
| dc.identifier.uri | https://hdl.handle.net/11147/3840 | |
| dc.language.iso | en | en_US |
| dc.publisher | Izmir Institute of Technology | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject.lcc | QA274.23 G97 2007 | en |
| dc.subject.lcsh | Stochastic differential equations | en |
| dc.subject.lcsh | Stochastic analysis | en |
| dc.subject.lcsh | Stochastic systems | en |
| dc.title | Analysis of Stochastic Dynamical Systems | en_US |
| dc.type | Master Thesis | en_US |
| dspace.entity.type | Publication | |
| gdc.author.institutional | Güngör, Mesut | |
| gdc.coar.access | open access | |
| gdc.coar.type | text::thesis::master thesis | |
| gdc.description.department | Thesis (Master)--İzmir Institute of Technology, Electrical and Electronics Engineering | en_US |
| gdc.description.publicationcategory | Tez | en_US |
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