An analysis of approximation algorithms for iterated stochastic integrals and a Julia and Matlab simulation toolbox

F Kastner, A Rößler - Numerical Algorithms, 2023 - Springer
For the approximation and simulation of twofold iterated stochastic integrals and the
corresponding Lévy areas wrt a multi-dimensional Wiener process, we review four …

Development of algorithms and software for modeling controlled dynamic systems using symbolic computations and stochastic methods

AV Demidova, OV Druzhinina, ON Masina… - … and Computer Software, 2023 - Springer
The development of software for synthesizing and analyzing models of controlled systems
taking into account their deterministic and stochastic description is an important direction of …

Statistically significant performance testing of Julia scientific programming language

MN Gevorkyan, AV Demidova… - Journal of Physics …, 2019 - iopscience.iop.org
In this article, we compare the support for SIMD instructions for Julia and Fortran. The
comparison is carried out according to the methodology described in work of T. Kalibera, RE …

Development of an Integrated Water Resource Scheduling Model Based on Platform Plug-In: A Case Study of the Wudu Diversion and Irrigation Area, China

B Jiang, L Pan, G Qin, X Su, F Cai, Y Liang - Water, 2022 - mdpi.com
Integrated water resource scheduling is a key strategy for controlling river floods as well as
for promoting the benefits and abolishing the harmful aspects of water conservancy projects …

Constructing Compartmental Models of Dynamic Systems Using a Software Package for Symbolic Computation in Julia

AV Demidova, OV Druzhinina, ON Masina… - … and Computer Software, 2024 - Springer
This paper considers the problem of constructing compartmental models of dynamic systems
by using a software package for symbolic calculation written in Julia. The software package …

An analysis of approximation algorithms for iterated stochastic integrals and a Julia and MATLAB simulation toolbox

K Felix, R Andreas - 2023 - dlib.phenikaa-uni.edu.vn
For the approximation and simulation of twofold iterated stochastic integrals and the
corresponding Lévy areas wrt a multi-dimensional Wiener process, we review four …

Разработка алгоритмического и программного обеспечения моделирования управляемых динамических систем с применением символьных вычислений и …

АВ Демидова, ОВ Дружинина, ОН Масина… - …, 2023 - journals.rcsi.science
Разработка нового программного обеспечения для решения задач синтеза и анализа
управляемых моделей с учетом детерминированного и стохастического описания …

Using a template engine as a computer algebra tool

MN Gevorkyan, AV Korol'kova, DS Kulyabov - Programming and Computer …, 2021 - Springer
In research problems that involve the use of numerical methods for solving systems of
ordinary differential equations (ODEs), it is often required to select the most efficient method …

Constructing compartmental models of dynanic systems using a software package for symbolic computation in Julia

AV Demidova, OV Druzhinina, ON Masina… - …, 2024 - journals.rcsi.science
This paper considers the problem of constructing compartmental models of dynamic systems
by using a software package for symbolic calculation written in Julia. The software package …

Использование шаблонизатора как инструментария компьютерной алгебры

МН Геворкян, АВ Королькова, ДС Кулябов - Программирование, 2021 - elibrary.ru
В исследовательских задачах, требующих применения численных методов решения
систем обыкновенных дифференциальных уравнений, часто возникает …