The stochastic processes generation in OpenModelica

This paper studies program implementation problem of pseudo-random number generators in OpenModelica. We give an overview of generators of pseudo-random uniform distributed numbers. They are used as a basis for construction of generators of normal and Poisson distributions. The last step is the creation of Wiener and Poisson stochastic processes generators. We also describe the algorithm to call external C-functions from programs written in Modelica. This allows us to use random number generators implemented in the C language. © Springer International Publishing AG 2016.

Авторы
Gevorkyan M. 1 , Hnatich M.3, 4, 5 , Gostev I.M. 6 , Demidova A.V. 1 , Korolkova A.V. 1 , Kulyabov D.S. 1, 2 , Sevastianov L.A. 1, 3
Издательство
Springer Verlag
Язык
Английский
Страницы
538-552
Статус
Опубликовано
Том
678
Год
2016
Организации
  • 1 Department of Applied Probability and Informatics, RUDN University (Peoples’ Friendship University of Russia), 6 Miklukho-Maklaya str., Moscow, 117198, Russian Federation
  • 2 Laboratory of Information Technologies, Joint Institute for Nuclear Research, 6 Joliot-Curie, Dubna, Moscow Region, 141980, Russian Federation
  • 3 Bogoliubov Laboratory of Theoretical Physics, Joint Institute for Nuclear Research, 6 Joliot-Curie, Dubna, Moscow Region, 141980, Russian Federation
  • 4 Department of Theoretical Physics, SAS, Institute of Experimental Physics, Watsonova 47, Košice, 040 01, Slovakia
  • 5 Faculty of Science, Pavol Jozef Šafárik University in Košice (UPJŠ), Šrobárova 2, Košice, 041 80, Slovakia
  • 6 National Research University Higher School of Economics, 20 Myasnitskaya Ulitsa, Moscow, 101000, Russian Federation
Ключевые слова
Modelica; OpenModelica; Poisson process; Random generator; SDE; Wiener process
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