Numerical simulation system for a physical system suffering random disturbance
First Claim
1. A computerized simulator of variations in a state quantity in a physical system subjected to a random disturbance over time, comprising:
- initialization means for inputting at least one function describing the physical system and initial data representing the state quantity;
increment generating means for generating, as function values of the at least one function given by said initialization means, at least three types of k parameters from said initial data by using a first random number, a second random number and a timing step size and generating an increment of the state quantity using said k parameters, said first and second random numbers being generated at random;
approximate data updating means for generating and updating approximate data representing approximate state quantity variations in the physical system subjected to the random disturbance, using said increment; and
output means for outputting, at every timing step determined by said timing step size, a simulation result signal representing said approximate data.
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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.
18 Citations
24 Claims
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1. A computerized simulator of variations in a state quantity in a physical system subjected to a random disturbance over time, comprising:
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initialization means for inputting at least one function describing the physical system and initial data representing the state quantity; increment generating means for generating, as function values of the at least one function given by said initialization means, at least three types of k parameters from said initial data by using a first random number, a second random number and a timing step size and generating an increment of the state quantity using said k parameters, said first and second random numbers being generated at random; approximate data updating means for generating and updating approximate data representing approximate state quantity variations in the physical system subjected to the random disturbance, using said increment; and output means for outputting, at every timing step determined by said timing step size, a simulation result signal representing said approximate data. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15)
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16. A computerized simulator of variations in a state quantity in a physical system over time, comprising:
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initialization means for inputting a function describing the physical system and initial data of the state quantity; increment generating means for generating an increment of the state quantity from the initial data by use of a first random number, a second random number, a timing step size, and said function without obtaining a derivative of said function, said first and second random numbers being generated at random; approximate data updating means for generating and updating approximate data representing the variations in the state quantity in the physical system by use of said increment; and output means for outputting, at each timing step determined by said timing step size, a simulation result signal representing said approximate data. - View Dependent Claims (17)
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18. A simulation method of describing variations in a state quantity in a physical system subjected to a random disturbance, comprising the steps of:
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inputting at least one function describing the physical system and initial data of the state quantity; generating at least three types of k parameters from said initial data as data as function values of said function using a first random number, a second random number and a timing step size, said first and second random numbers being generated at random respectively; generating an increment of the state quantity using said k parameters; generating and updating approximate data representing the variations in the state quantity in the physical system subjected to the random disturbance, using said increment; and outputting, at each timing step determined by said timing step size, a simulation result signal representing said approximate data. - View Dependent Claims (19, 20, 21)
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22. A simulation method of describing variations in a state quantity in a physical system over time, comprising the steps of.
generating an increment of the state quantity from initial data of the state quantity using a first random number, a second random number, a timing step size and a function describing the physical system without using a derivative of said function, said first and second random numbers being generated at random; -
generating approximate data representing the variations in the state quantity in the physical system using said increment; and outputting, at each time step determined by said timing step size, a simulation result signal representing said approximate data.
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23. A computerized simulator which describes variations in a state quantity in a physical system subjected to a random disturbance over time by a function and random numbers, obtains approximate data representing approximate state quantity variations from initial data representing the state quantity and provides a simulation result signal, comprising:
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initialization means for inputting the function and the initial data; memory means for storing at least one predetermined parameter; increment generating means for generating, as function values of the function given by said initialization means, at least three types of k parameters from the initial data by using the predetermined parameter, a first random number, a second random number and a timing step size and generating an increment of the state quantity using the k parameters, the first and second random numbers being generated at random; approximate data updating means for updating the approximate data using the increment; and output means for outputting, at every timing step determined by the timing step size, a simulation result signal representing the approximate data.
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24. A computerized simulator which describes variations in a state quantity in a physical system over time and obtains approximate data representing approximate state quantity variations, comprising:
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initialization means for inputting a function describing the physical system and an initial data representing the state quantity; memory means for storing at least one predetermined parameter; increment generating means for generating an increment of the state quantity from the initial data by use of the predetermined parameter, a first random number, a second random number, a timing step size, and the function without obtaining a derivative of the function, the first and second random numbers being generated at random; approximate data updating means for updating the approximate data by use of the time increment; and output means for outputting, at each timing step determined by the timing step size, a simulation result signal representing the approximate data.
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Specification