Comparison of a statistical simulation method and a spectral method for analysis of stochastic multistructure systems with distributed transitions
Tatyana Alexandrovna Averina, К. А. Рыбаков · Russian Journal of Numerical Analysis and Mathematical Modelling · 2007
Two methods for analysing stochastic control systems with distributed changes of structures are considered: statistical simulation and the spectral method. Algorithms for solving the problem are presented in the paper. The comparison of the methods and their efficiency are demonstrated on model problems.