Please use this identifier to cite or link to this item: https://hdl.handle.net/11147/3840
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dc.contributor.advisorSavacı, Ferit Acaren
dc.contributor.authorGüngör, Mesut-
dc.date.accessioned2014-07-22T13:52:29Z-
dc.date.available2014-07-22T13:52:29Z-
dc.date.issued2007en
dc.identifier.urihttp://hdl.handle.net/11147/3840-
dc.descriptionThesis (Master)--Izmir Institute of Technology, Electronics and Communication Engineering, Izmir, 2007en
dc.descriptionIncludes bibliographical references (leaves: 47-48)en
dc.descriptionText in English; Abstract: Turkish and Englishen
dc.descriptionix, 48 leavesen
dc.description.abstractIn 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
dc.language.isoenen_US
dc.publisherIzmir Institute of Technologyen
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subject.lccQA274.23 G97 2007en
dc.subject.lcshStochastic differential equationsen
dc.subject.lcshStochastic analysisen
dc.subject.lcshStochastic systemsen
dc.titleAnalysis of stochastic dynamical systemsen_US
dc.typeMaster Thesisen_US
dc.institutionauthorGüngör, Mesut-
dc.departmentThesis (Master)--İzmir Institute of Technology, Electrical and Electronics Engineeringen_US
dc.relation.publicationcategoryTezen_US
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.grantfulltextopen-
item.cerifentitytypePublications-
item.fulltextWith Fulltext-
item.openairetypeMaster Thesis-
Appears in Collections:Master Degree / Yüksek Lisans Tezleri
Sürdürülebilir Yeşil Kampüs Koleksiyonu / Sustainable Green Campus Collection
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