摘要
该文基于随机模拟法和Matlab编程,设计了布朗运动的模拟和对伊藤型随机微分方程解的数值仿真两个数学实验。设计的实验在丰富数学实验课程的教学内容的同时,使学生对随机过程微分方程有更深入的理解,有利于以创造性思维能力和自学能力为重点的学生综合能力的培养。
Based on Monte Carlo method and Matlab programming, two mathematical experiment cases are designed in this pa- per. One is the simulation of the Brownian movement, the other is the numerical simulation of the It8 stochastic differential equation. These cases will enrich the content of mathematical experiment course as well as deepen the understanding of differential equation of random process. It would help the development of comprehensive ability of the students centering on creative thought ability and self - learning ability.
出处
《实验科学与技术》
2016年第3期10-12,45,共4页
Experiment Science and Technology
基金
广东省高等学校教学质量与教学改革项目(x2lxN9120650)
华南理工大学教研重点项目(x2lxY1130010)
