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Numerical Analysis and Applications

2015 year, number 2

Analysis of the effect of random noise on the strange attractors of Monte Carlo on a supercomputer

Sergey Semenovich Artemiev1,2, Aleksandr Aleksandrovich Ivanov1
1Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Lavrentieva, 6, Novosibirsk, 630090
2Novosibirsk State University, Pirogova 2, Novosibirsk, Russia, 630090
Keywords: stochastic differential equations, cumulative frequency curve, frequency phase portrait, generalized Euler's method, strange attractors

Abstract

In this paper, we numerically investigate the influence of random noise on the behavior of the trajectories of strange attractors defined by a system of ordinary differential equations. The resulting stochastic differential equations are solved by the generalized Euler method. The results of numerical experiments conducted on a cluster of NKS-30T Siberian Supercomputer Center at ICMMG using the program package PARMONC. For the analysis of the numerical solutions, the frequency characteristics of generalizing the integral curve and the phase portrait are used.