The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON MATHEMATICS
Transactions ID Number: 89-355
Full Name: Florin Alexa
Position: Professor
Age: ON
Sex: Male
Address: Bd. V.Parvan, No.2, Timisoara
Country: ROMANIA
Tel: +40722496321
Tel prefix:
Fax: +40256403295
E-mail address: flori.alexa@etc.upt.ro
Other E-mails: florinalexa2004@yahoo.com
Title of the Paper: Numerical solutions for a class of Nonlinear Systems and Application to Stochastic Resonance
Authors as they appear in the Paper: Romeo Negrea, Andrei Eckstein, Florin Alexa
Email addresses of all the authors: romeo.negrea@mat.upt.ro,andrei.eckstein@mat.upt.ro,flori.alexa@etc.upt.ro
Number of paper pages: 10
Abstract: We study a nonlinear system under regime switching and subject to an environmental noise. The stochastic differential equations with Markovian switching (SDEwMSs), one of the important classes of hybrid systems, have been used to model many physical systems that are subject to frequent unpredictable structural changes. The research in this area has been both theoretical and applied. Most of SDEwMSs do not have explicit solutions so it is important to have numerical solutions. It is surprising that there are not any numerical methods established for SDEwMSs yet, although the numerical methods for stochastic differential equations (SDEs) have been well studied. We will considered some more general conditions for the coefficient functions and prove a result on the existence using the Schauder's fixed point theorem extended some similarly results on linear systems. The most important results in this paper is to develop a numerical scheme for SDEwMSs and estimate the er!
ror between the numerical and exact solutions. Also, we study the application of these system to control the electronic circuits using the benefit of stochastic resonance
Keywords: stochastic differential equation with Markovian switching, pathwise uniqueness, fixed point technique,
EXTENSION of the file: .pdf
Special (Invited) Session: Fixed Point Technique for a class of Nonlinear Systems and Application to Stochastic Resonance
Organizer of the Session: 697-642
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