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Mathematical Experiment Design Based on Random Simulation Method
Author(s): 
Pages: 10-12,45
Year: Issue:  3
Journal: Experiment Science and Technology

Keyword:  数学实验Monte Carlo方法Matlab仿真随机微分方程;
Abstract: 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.
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