Conclusions
The use of an analog computer to solve boundary value problems for one-dimensional diffusion equations with either constant or variable coefficient depending on the coordinate has been considered. It has been shown with actual examples that the error of the finite-difference solution is less than 5% for a rather small number of operational amplifiers (from 10 to 20). In the cases considered the analog computers are superior to digital machines not only in convergence but also in the speed of obtaining a solution. Moreover, the programming requires less time and the equations can be modified with little effort.
References
M. I. Vishnyak, Matem. sb.,39, (81), no. 1, 51, 1956.
W. Karplus, Analog Simulation: Solution of Field Problems [Russian translation], TL, Moscow, 1962.
A. A. Andronov, A. A. Vitt, and L. S. Pontryagin, ZhETF,3, no. 3, 165, 1933.
R. L. Stratonovich, Selected Topics of Fluctuation Theory in Radio Engineering [in Russian], izd. Sov. radio, Moscow, 1962.
S. G. Mikhlin, Variational Methods in Mathematical Physics [in Russian], Gostekhizdat, Moscow, 1957.
Author information
Authors and Affiliations
Additional information
Izvestiya VUZ. Radiofizika, Vol. 11, No. 3, pp. 469–474, 1968
Rights and permissions
About this article
Cite this article
Razevig, V.D. Analog computer analysis of Markov random processes in linear and nonlinear systems. Radiophys Quantum Electron 11, 263–265 (1968). https://doi.org/10.1007/BF01033809
Issue Date:
DOI: https://doi.org/10.1007/BF01033809