Stochastic Differential Equations (SDE) in 2 dimensions
可以将文章内容翻译成中文,广告屏蔽插件可能会导致该功能失效(如失效,请关闭广告屏蔽插件后再试): 问题: I am working on stochastic differential equations for the first time. I am looking to simulate and solve a stochastic differential equations in two dimensions. The model is as follows: dp=F(t,p)dt+G(t,p)dW(t) where: p is a 2-by-1 vector: p=(theta(t); phi(t)) F is a column vector: F=(sin(theta)+Psi* cos(phi); Psi* cot(theta)*sin(phi)) G is a 2-by-2 matrix: G=(D 0;0 D/sin(theta)) Psi is a parameter and D is the diffusion constant I wrote code as follows: function MDL=gyro_2dim(Psi,D) % want to solve for 2-by-1 vector: %p=[theta;phi]; %drift