An algorithm to evaluate spectral densities of high-dimensional stationary diffusion stochastic processes with non-linear coefficients: The general scheme and issues on implementation with PVM

Author:

Mamontov Yevgeny V.,Willander Magnus

Publisher

Springer Berlin Heidelberg

Reference29 articles.

1. Arnold, L.: Stochastic Differential Equations: Theory and Applications. John Wiley & Sons, New York (1974)

2. Willander, M., Fu, Y., Karlsteen, M., Nur, O., Mamontov, Y. V., Patel, C., Olsson, H. K.: Silicon based nanoelectronics. In Proceedings of the Second International Conference on Massively Parallel Computing Systems MPCS’96 (Ischia, Italy). IEEE Computer Society, Los Alamitos, CA, USA (1996) 271–277

3. Mamontov, Y. V., Willander, M.: On reduction of high-frequency noise in low-current silicon BTs. Physica Scripta T69 (1997) 218–222

4. Mamontov, Y. V., Willander, M.: Long asymptotic correlation time for non-linear autonomous Itô’s stochastic differential equation. Nonlinear Dynamics 12 (1997) 399–411

5. Mamontov, Y. V., Willander, M.: Model for thermal noise in semiconductor bipolar transistors at low-current operation as multi-dimensional diffusion stochastic process. IEICE Trans. Electronics E80-C (1997) 1025–1042

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