基于随机微分方程Simulink仿真的数学实验设计

Mathematical experiment design based on the Simulink simulation of stochastic differential equation

随机控制理论广泛地应用于经济、人口系统等社会领域以及航空航天、导航与控制、制造工程等工程领域.随机控制理论的应用离不开随机微分方程的仿真.基于教学与科研相互共享的原则,把随机微分方程的仿真引入数学实验课程,设计了随机微分方程的Simulink仿真数学实验,通过这些实验可以使学生学习运用Matlab中的工具组件Simulink进行建模,同时Simulink提供的可视化编程界面也将会激发学生动手和探索的欲望和兴趣.

Stochastic control theory is widely used in the field of economy, population systems and aerospace, navigation and control, manufacturing engineering and other engineering fields. The application of stochastic control theory needs simulation of stochastic differential equation. Based on the principle of sharing resources of teaching and research, the Simulink simulation of stochastic differential equation was introduced to mathematical experiment course. A mathematical experiment of the Simulink simulation of stochastic differential equation was designed. The experiment will enable the students to learn to use the tools in Matlab Simulink to model. The visual programming interface provided by Simulink will also motivate the students＇ desire and interest of exploration.