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推广了单噪声驱动系统的二阶随机龙格 库塔数值模拟算法 ,使之适用于关联白噪声和色噪声共同驱动的系统这一更为复杂的情况 .计算实例表明 ,推广后的算法具有可靠、简洁和高速的特点
The second-order random Runge-Kutta numerical simulation algorithm for single-noise driving system is generalized to make it suitable for the more complex case of a system driven by white noise and color noise. The calculation example shows that the proposed algorithm is reliable , Simple and high-speed features