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ByMesut Güngör, Prof Dr and Ferit Acar SavaciProf Dr. Cüneyt Güzel˙is, Asst Prof, Dr. Mustafa, Aziz Altınkaya, Prof Dr and Ferit Acar Savaci

Abstract

I would like to thank Prof. Dr. Ferit Acar SAVACI, for his help, guidance, understanding ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS In this thesis, analysis of stochastic dynamical systems have been considered in the sense of stochastic differential equations (SDEs). Brownian motion, which can be considered as a first example of stochastic dynamical systems, its derivation and its properties have been investigated, then the analytic and numerical solution methods of SDE have been studied with the examples from the physical world. In order to construct a random variable in a computer environment, random number generation algorithms have also been investigated. Finally a Matlab-Simulink block for numerical solutions of linear SDEs has been newly developed. iv ÖZET STOKAST˙IK D˙INAM˙IK S˙ISTEMLER˙IN ANAL˙IZ˙I Bu tezde, stokastik dinamik sistemlerin analizi, stokastik diferansiyel denklemler ba˘glamında incelenmis¸tir. Stokastik dinamik sistemlerin ilk örne˘gi olarak, Brow

Year: 2007

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