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Numerical simulation system for a physical system suffering random disturbance

  • US 5,646,869 A
  • Filed: 10/28/1994
  • Issued: 07/08/1997
  • Est. Priority Date: 11/10/1993
  • Status: Expired due to Term
First Claim
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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:

  • 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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