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The Stochastic Processes Generation in OpenModelica

  • Migran Gevorkyan
  • Michal Hnatich
  • Ivan M. Gostev
  • A. V. Demidova
  • Anna V. Korolkova
  • Dmitry S. Kulyabov
  • Leonid A. SevastianovEmail author
Conference paper
Part of the Communications in Computer and Information Science book series (CCIS, volume 678)

Abstract

This paper studies program implementation problem of pseudo-random number generators in OpenModelica. We give an overview of generators of pseudo-random uniform distributed numbers. They are used as a basis for construction of generators of normal and Poisson distributions. The last step is the creation of Wiener and Poisson stochastic processes generators. We also describe the algorithm to call external C-functions from programs written in Modelica. This allows us to use random number generators implemented in the C language.

Keywords

Modelica OpenModelica Random generator Wiener process Poisson process SDE 

Notes

Acknowledgments

The work is partially supported by RFBR grants No’s 14-01-00628, 15-07-08795, and 16-07-00556. Also the publication was supported by the Ministry of Education and Science of the Russian Federation (the Agreement No. 02.a03.21.0008).

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Copyright information

© Springer International Publishing AG 2016

Authors and Affiliations

  • Migran Gevorkyan
    • 1
  • Michal Hnatich
    • 3
    • 4
    • 5
  • Ivan M. Gostev
    • 6
  • A. V. Demidova
    • 1
  • Anna V. Korolkova
    • 1
  • Dmitry S. Kulyabov
    • 1
    • 2
  • Leonid A. Sevastianov
    • 1
    • 3
    Email author
  1. 1.Department of Applied Probability and InformaticsRUDN University (Peoples’ Friendship University of Russia)MoscowRussia
  2. 2.Laboratory of Information TechnologiesJoint Institute for Nuclear ResearchDubna, Moscow RegionRussia
  3. 3.Bogoliubov Laboratory of Theoretical PhysicsJoint Institute for Nuclear ResearchDubna, Moscow RegionRussia
  4. 4.Department of Theoretical PhysicsSAS, Institute of Experimental PhysicsKošiceSlovakia
  5. 5.Faculty of SciencePavol Jozef Šafárik University in Košice (UPJŠ)KošiceSlovakia
  6. 6.National Research University Higher School of EconomicsMoscowRussia

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